+631.0%
MSCI vs SONY
+276.5%
+354.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.1% | -4.9% | +3.8% | +1.2% |
| 30D | -1.2% | -1.6% | +0.4% | -0.5% |
| 3M | -8.4% | +10.0% | -18.4% | -12.5% |
| 6M | -1.0% | +8.4% | -9.5% | -5.7% |
| YTD | -2.3% | -8.4% | +6.2% | +0.3% |
| 1Y | -1.2% | -18.4% | +17.2% | +6.4% |
| 3Y | +7.9% | +41.0% | -33.0% | -14.6% |
| 5Y | -10.1% | +9.3% | -19.3% | -20.2% |
| 10Y | +631.0% | +281.7% | +349.3% | +275.0% |
| All | +631.0% | +276.5% | +354.5% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling