+35.4%
MAS vs SONY
-4.4%
+39.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.2% |
| 7D | +2.4% | +6.7% | -4.4% | +0.9% |
| 30D | +19.8% | +14.8% | +5.0% | +16.6% |
| 3M | +9.8% | +16.9% | -7.0% | +6.5% |
| 6M | +15.8% | +30.2% | -14.5% | +7.8% |
| YTD | +31.8% | +5.5% | +26.3% | +29.1% |
| 1Y | +35.4% | -4.6% | +39.9% | +34.8% |
| All | +35.4% | -4.4% | +39.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling