+133,470.8%
MSFT vs SONY
+543.6%
+132,927.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | +2.7% | +9.4% | -6.7% | -0.4% |
| 3M | +17.0% | +10.5% | +6.5% | +12.7% |
| 6M | +23.8% | +11.7% | +12.1% | +18.4% |
| YTD | +4.0% | -4.1% | +8.0% | +4.3% |
| 1Y | -0.8% | -11.8% | +11.0% | +2.0% |
| 3Y | +55.6% | +45.9% | +9.7% | +31.8% |
| 5Y | +72.9% | +16.3% | +56.6% | +56.7% |
| 10Y | +875.8% | +297.6% | +578.2% | +483.0% |
| All | +133,470.8% | +543.6% | +132,927.2% | +56,505.3% |
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