-11.4%
MSCI vs SONY
+11.4%
-22.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.1% |
| 7D | -2.1% | -5.2% | +3.1% | 0.0% |
| 30D | -1.7% | +0.3% | -2.0% | -1.9% |
| 3M | -8.2% | +6.2% | -14.5% | -10.8% |
| 6M | -2.4% | +9.5% | -12.0% | -6.9% |
| YTD | -2.8% | -8.1% | +5.3% | -0.3% |
| 1Y | -2.7% | -17.9% | +15.3% | +4.5% |
| 3Y | +7.3% | +41.5% | -34.2% | -15.6% |
| 5Y | -11.4% | +11.8% | -23.3% | -22.8% |
| All | -11.4% | +11.4% | -22.8% | -22.8% |
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