+677.4%
MSTR vs SONY
+276.5%
+400.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +7.7% | -4.9% | +12.6% | +11.3% |
| 30D | +36.3% | -1.6% | +37.9% | +37.3% |
| 3M | +13.4% | +10.0% | +3.4% | +6.1% |
| 6M | -4.5% | +8.4% | -12.9% | -10.4% |
| YTD | -12.7% | -8.4% | -4.2% | -8.8% |
| 1Y | -59.6% | -18.4% | -41.3% | -55.1% |
| 3Y | +272.5% | +41.0% | +231.5% | +185.8% |
| 5Y | +107.1% | +9.3% | +97.9% | +87.7% |
| 10Y | +677.4% | +281.7% | +395.7% | +418.0% |
| All | +677.4% | +276.5% | +400.9% | +418.0% |
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 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