+58.6%
MAS vs SONY
+57.9%
+0.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.4% |
| 7D | +2.0% | +6.7% | -4.8% | +0.2% |
| 30D | +19.4% | +14.8% | +4.6% | +15.3% |
| 3M | +9.4% | +16.9% | -7.5% | +5.2% |
| 6M | +15.3% | +30.2% | -14.9% | +6.8% |
| YTD | +31.3% | +5.5% | +25.8% | +28.6% |
| 1Y | +34.9% | -4.6% | +39.4% | +35.4% |
| 3Y | +58.6% | +57.2% | +1.4% | +42.2% |
| All | +58.6% | +57.9% | +0.7% | +42.2% |
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 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