+2,417.1%
MSCI vs SONY
+194.9%
+2,222.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | +0.6% | +9.4% | -8.9% | -3.1% |
| 3M | -7.1% | +10.5% | -17.6% | -11.0% |
| 6M | +0.8% | +11.7% | -10.9% | -4.5% |
| YTD | +1.0% | -4.1% | +5.1% | +1.3% |
| 1Y | +4.3% | -11.8% | +16.1% | +7.7% |
| 3Y | +9.9% | +45.9% | -35.9% | -10.2% |
| 5Y | -6.8% | +16.3% | -23.1% | -17.0% |
| 10Y | +614.7% | +297.6% | +317.1% | +286.6% |
| All | +2,417.1% | +194.9% | +2,222.2% | +1,188.0% |
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 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