+1,392.2%
MAS vs SONY
+543.6%
+848.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -5.6% | +9.4% | -15.0% | -8.3% |
| 3M | +4.4% | +10.5% | -6.0% | +0.7% |
| 6M | +7.2% | +11.7% | -4.5% | +2.6% |
| YTD | +16.1% | -4.1% | +20.2% | +16.5% |
| 1Y | +0.1% | -11.8% | +11.9% | +2.7% |
| 3Y | +28.3% | +45.9% | -17.6% | +10.2% |
| 5Y | +30.5% | +16.3% | +14.2% | +19.1% |
| 10Y | +139.1% | +297.6% | -158.5% | +45.6% |
| All | +1,392.2% | +543.6% | +848.6% | +604.1% |
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