+4,422.1%
MSI vs SONY
+609.3%
+3,812.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.4% |
| 7D | +3.2% | +0.3% | +3.0% | +3.1% |
| 30D | +17.6% | +11.1% | +6.5% | +13.3% |
| 3M | +14.5% | +14.7% | -0.1% | +8.9% |
| 6M | +34.3% | +18.8% | +15.5% | +25.7% |
| YTD | +39.7% | +5.7% | +34.0% | +35.4% |
| 1Y | +40.2% | -8.1% | +48.2% | +42.5% |
| 3Y | +77.1% | +64.0% | +13.2% | +42.2% |
| 5Y | +124.0% | +12.6% | +111.4% | +101.7% |
| 10Y | +665.5% | +373.8% | +291.7% | +289.1% |
| All | +4,422.1% | +609.3% | +3,812.7% | +1,824.1% |
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