+2,439.3%
MAR vs SONY
+238.5%
+2,200.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.9% |
| 7D | -1.7% | -5.2% | +3.4% | 0.0% |
| 30D | -6.9% | +0.3% | -7.2% | -7.1% |
| 3M | -15.8% | +6.2% | -22.1% | -17.7% |
| 6M | +1.9% | +9.5% | -7.6% | -1.6% |
| YTD | +6.6% | -8.1% | +14.7% | +8.7% |
| 1Y | +23.7% | -17.9% | +41.6% | +30.2% |
| 3Y | +64.6% | +41.5% | +23.1% | +42.3% |
| 5Y | +156.4% | +11.8% | +144.5% | +136.8% |
| 10Y | +415.4% | +275.4% | +140.0% | +214.7% |
| All | +2,439.3% | +238.5% | +2,200.8% | +1,112.2% |
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