+145.1%
MS vs SONY
+16.3%
+128.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +1.4% | -1.2% | +2.5% | +1.8% |
| 30D | -0.3% | +9.4% | -9.7% | -3.8% |
| 3M | +0.3% | +10.5% | -10.2% | -4.1% |
| 6M | +31.3% | +11.7% | +19.7% | +24.5% |
| YTD | +24.7% | -4.1% | +28.7% | +25.7% |
| 1Y | +47.9% | -11.8% | +59.7% | +54.0% |
| 3Y | +178.3% | +45.9% | +132.4% | +127.6% |
| All | +145.1% | +16.3% | +128.8% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling