+217.0%
MAS vs SONY
+364.7%
-147.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -1.8% | +2.1% | -3.9% | -2.7% |
| 30D | +23.6% | +9.2% | +14.4% | +19.5% |
| 3M | +12.4% | +12.2% | +0.2% | +7.6% |
| 6M | +21.9% | +24.4% | -2.6% | +11.1% |
| YTD | +36.1% | +3.5% | +32.7% | +32.8% |
| 1Y | +39.5% | -9.2% | +48.6% | +42.8% |
| 3Y | +59.1% | +55.6% | +3.5% | +28.3% |
| 5Y | +44.4% | +12.0% | +32.5% | +29.7% |
| 10Y | +217.0% | +363.7% | -146.7% | +75.2% |
| All | +217.0% | +364.7% | -147.8% | +75.2% |
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 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