+2,739.7%
MSCI vs SONY
+225.0%
+2,514.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.5% | +6.1% | -4.6% | -1.0% |
| 30D | +14.4% | +12.2% | +2.2% | +9.2% |
| 3M | +15.2% | +15.3% | -0.1% | +8.6% |
| 6M | +11.2% | +34.3% | -23.1% | -1.9% |
| YTD | +13.9% | +5.7% | +8.2% | +9.8% |
| 1Y | +12.5% | -2.3% | +14.8% | +11.6% |
| 3Y | +32.3% | +67.1% | -34.8% | +2.4% |
| 5Y | +4.9% | +13.0% | -8.1% | -5.7% |
| 10Y | +779.7% | +372.1% | +407.6% | +345.3% |
| All | +2,739.7% | +225.0% | +2,514.8% | +1,295.5% |
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 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