-19.6%
MSFU vs SONY
-10.8%
-8.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | -5.7% | -1.2% | -4.5% | -5.3% |
| 30D | +4.2% | +9.4% | -5.3% | +1.6% |
| 3M | +27.9% | +10.5% | +17.4% | +22.6% |
| 6M | +37.1% | +11.7% | +25.4% | +30.8% |
| YTD | -7.4% | -4.1% | -3.3% | -7.1% |
| 1Y | -19.6% | -11.8% | -7.8% | -14.1% |
| All | -19.6% | -10.8% | -8.8% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling