+5,256.1%
MS vs SONY
+934.2%
+4,321.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.5% |
| 7D | -1.6% | +6.7% | -8.3% | -5.2% |
| 30D | -3.8% | +14.8% | -18.6% | -11.0% |
| 3M | -14.6% | +16.9% | -31.5% | -22.0% |
| 6M | -5.1% | +30.2% | -35.3% | -19.2% |
| YTD | +4.5% | +5.5% | -0.9% | -1.1% |
| 1Y | +13.5% | -4.6% | +18.1% | +12.9% |
| 3Y | +160.4% | +57.2% | +103.2% | +91.2% |
| 5Y | +112.9% | +12.1% | +100.8% | +83.4% |
| 10Y | +633.4% | +361.6% | +271.9% | +174.3% |
| All | +5,256.1% | +934.2% | +4,321.9% | +1,259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling