+46.2%
MSFT vs SONY
+63.5%
-17.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -1.8% | +11.1% | -13.0% | -4.1% |
| 3M | +5.6% | +14.7% | -9.0% | +2.5% |
| 6M | +29.8% | +18.8% | +11.0% | +24.6% |
| YTD | +9.0% | +5.7% | +3.3% | +7.1% |
| 1Y | +4.9% | -8.1% | +13.0% | +6.5% |
| 3Y | +46.2% | +64.0% | -17.8% | +28.7% |
| All | +46.2% | +63.5% | -17.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling