+597.6%
MSI vs SONY
+286.8%
+310.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -1.8% | -5.8% | +4.0% | 0.0% |
| 30D | -0.6% | -0.4% | -0.3% | -0.6% |
| 3M | +13.0% | +13.3% | -0.3% | +8.7% |
| 6M | +0.5% | +8.5% | -8.0% | -2.5% |
| YTD | +21.7% | -8.1% | +29.8% | +23.9% |
| 1Y | -2.6% | -17.9% | +15.3% | +2.2% |
| 3Y | +69.7% | +41.4% | +28.2% | +45.6% |
| 5Y | +102.8% | +9.3% | +93.5% | +86.1% |
| All | +597.6% | +286.8% | +310.8% | +336.9% |
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