+217.1%
MAS vs SONY
+369.0%
-151.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.8% |
| 7D | +2.4% | +6.7% | -4.4% | -0.2% |
| 30D | +19.8% | +14.8% | +5.0% | +13.8% |
| 3M | +9.8% | +16.9% | -7.0% | +3.5% |
| 6M | +15.8% | +30.2% | -14.5% | +3.6% |
| YTD | +31.8% | +5.5% | +26.3% | +27.7% |
| 1Y | +35.4% | -4.6% | +39.9% | +35.9% |
| 3Y | +59.2% | +57.2% | +2.0% | +27.8% |
| 5Y | +41.2% | +12.1% | +29.2% | +26.8% |
| All | +217.1% | +369.0% | -151.9% | +75.8% |
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