+67.6%
MSI vs SONY
+39.5%
+28.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -3.1% |
| 30D | -0.5% | -1.6% | +1.1% | -0.2% |
| 3M | +11.4% | +10.0% | +1.4% | +9.3% |
| 6M | +1.0% | +8.4% | -7.4% | -0.9% |
| YTD | +20.7% | -8.4% | +29.1% | +21.9% |
| 1Y | -2.7% | -18.4% | +15.7% | +0.2% |
| All | +67.6% | +39.5% | +28.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling