+70.7%
MSFU vs SONY
+62.8%
+7.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.3% | -4.9% | +2.6% | +0.2% |
| 30D | -6.3% | -1.6% | -4.7% | -5.4% |
| 3M | +40.0% | +10.0% | +30.0% | +32.8% |
| 6M | +30.1% | +8.4% | +21.7% | +23.7% |
| YTD | -10.3% | -8.4% | -1.9% | -7.1% |
| 1Y | -19.0% | -18.4% | -0.7% | -11.0% |
| 3Y | +25.8% | +41.0% | -15.2% | -3.1% |
| All | +70.7% | +62.8% | +7.9% | +21.8% |
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