+184.7%
MS vs SONY
+46.4%
+138.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.4% | -1.2% | +2.5% | +1.7% |
| 30D | -0.3% | +9.4% | -9.7% | -3.0% |
| 3M | +0.3% | +10.5% | -10.2% | -3.0% |
| 6M | +31.3% | +11.7% | +19.7% | +26.1% |
| YTD | +24.7% | -4.1% | +28.7% | +26.0% |
| 1Y | +47.9% | -11.8% | +59.7% | +53.7% |
| All | +184.7% | +46.4% | +138.3% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling