+71.2%
MSFU vs SONY
+63.3%
+7.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -6.9% | -5.8% | -1.2% | -4.1% |
| 30D | -5.1% | -0.4% | -4.7% | -4.9% |
| 3M | +44.6% | +13.3% | +31.3% | +35.1% |
| 6M | +32.8% | +8.5% | +24.3% | +26.2% |
| YTD | -10.1% | -8.1% | -1.9% | -7.0% |
| 1Y | -19.4% | -17.9% | -1.5% | -11.6% |
| 3Y | +26.2% | +41.4% | -15.3% | -3.0% |
| All | +71.2% | +63.3% | +7.9% | +22.0% |
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