+878.4%
MSFT vs SONY
+293.1%
+585.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -0.8% | -2.7% | +1.9% | +0.3% |
| 30D | +0.8% | +1.5% | -0.7% | +0.1% |
| 3M | +27.2% | +13.0% | +14.2% | +20.3% |
| 6M | +22.9% | +11.2% | +11.7% | +16.3% |
| YTD | +3.1% | -6.6% | +9.8% | +4.8% |
| 1Y | -0.3% | -18.1% | +17.9% | +6.8% |
| 3Y | +50.1% | +42.1% | +8.0% | +20.1% |
| 5Y | +74.6% | +11.0% | +63.6% | +54.2% |
| All | +878.4% | +293.1% | +585.3% | +431.8% |
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 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