+813.9%
MSCI vs SONY
+368.6%
+445.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +2.7% | +5.2% | -2.5% | +0.2% |
| 30D | +16.2% | +10.7% | +5.5% | +10.9% |
| 3M | +17.1% | +12.1% | +4.9% | +10.8% |
| 6M | +13.0% | +32.6% | -19.5% | -1.5% |
| YTD | +15.8% | +4.3% | +11.4% | +11.8% |
| 1Y | +15.5% | -4.5% | +20.0% | +15.9% |
| 3Y | +32.3% | +56.9% | -24.6% | -0.1% |
| 5Y | +8.2% | +12.5% | -4.3% | -4.9% |
| All | +813.9% | +368.6% | +445.3% | +330.5% |
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