+7,173.7%
MCO vs SONY
+385.6%
+6,788.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -7.3% | -5.8% | -1.6% | -5.6% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +3.9% | +13.3% | -9.4% | -0.3% |
| 6M | +3.8% | +8.5% | -4.7% | +0.4% |
| YTD | -7.9% | -8.1% | +0.2% | -6.3% |
| 1Y | -6.8% | -17.9% | +11.1% | -2.2% |
| 3Y | +40.9% | +41.4% | -0.5% | +22.2% |
| 5Y | +27.5% | +9.3% | +18.2% | +18.9% |
| 10Y | +381.4% | +283.0% | +98.4% | +202.1% |
| All | +7,173.7% | +385.6% | +6,788.1% | +3,533.5% |
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