+283.2%
MSTR vs SONY
+41.5%
+241.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -2.2% |
| 7D | +9.3% | -5.2% | +14.5% | +12.5% |
| 30D | +36.5% | +0.3% | +36.2% | +35.9% |
| 3M | +7.3% | +6.2% | +1.1% | +3.2% |
| 6M | +2.2% | +9.5% | -7.3% | -3.9% |
| YTD | -10.2% | -8.1% | -2.1% | -8.0% |
| 1Y | -58.6% | -17.9% | -40.7% | -55.4% |
| 3Y | +283.2% | +41.5% | +241.7% | +200.6% |
| All | +283.2% | +41.5% | +241.7% | +200.6% |
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