+3,874.2%
MSI vs SONY
+543.6%
+3,330.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | +6.8% | +9.4% | -2.6% | +3.5% |
| 3M | +14.3% | +10.5% | +3.8% | +10.0% |
| 6M | -1.6% | +11.7% | -13.3% | -6.0% |
| YTD | +22.8% | -4.1% | +26.9% | +23.3% |
| 1Y | -1.1% | -11.8% | +10.7% | +1.8% |
| 3Y | +70.5% | +45.9% | +24.6% | +42.4% |
| 5Y | +102.8% | +16.3% | +86.5% | +79.9% |
| 10Y | +597.4% | +297.6% | +299.8% | +277.1% |
| All | +3,874.2% | +543.6% | +3,330.6% | +1,652.0% |
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