+85.8%
MSFU vs SONY
+84.0%
+1.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.4% |
| 7D | -12.7% | +2.1% | -14.7% | -13.8% |
| 30D | -9.0% | +9.2% | -18.2% | -13.3% |
| 3M | +2.9% | +12.2% | -9.3% | -3.1% |
| 6M | +43.5% | +24.4% | +19.1% | +27.3% |
| YTD | -2.4% | +3.5% | -5.9% | -5.3% |
| 1Y | -13.5% | -9.2% | -4.3% | -9.8% |
| 3Y | +19.2% | +55.6% | -36.4% | -11.9% |
| All | +85.8% | +84.0% | +1.8% | +24.2% |
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