+72.3%
MSFT vs SONY
+9.8%
+62.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.0% | -4.9% | +3.9% | +0.7% |
| 30D | -2.7% | -1.6% | -1.1% | -2.2% |
| 3M | +22.1% | +10.0% | +12.1% | +17.6% |
| 6M | +20.6% | +8.4% | +12.2% | +16.2% |
| YTD | +2.3% | -8.4% | +10.7% | +4.7% |
| 1Y | -0.5% | -18.4% | +17.8% | +5.9% |
| 3Y | +50.5% | +41.0% | +9.6% | +22.5% |
| 5Y | +72.3% | +9.3% | +63.1% | +53.2% |
| All | +72.3% | +9.8% | +62.5% | +53.2% |
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