+72.2%
MSFU vs SONY
+63.4%
+8.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.2% |
| 7D | -3.2% | -5.2% | +2.0% | -0.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +35.3% | +6.2% | +29.0% | +30.6% |
| 6M | +31.6% | +9.5% | +22.0% | +24.4% |
| YTD | -9.5% | -8.1% | -1.4% | -6.5% |
| 1Y | -18.4% | -17.9% | -0.5% | -10.6% |
| 3Y | +26.9% | +41.5% | -14.6% | -2.4% |
| All | +72.2% | +63.4% | +8.8% | +22.7% |
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