+26.9%
MKSI vs SONY
-1.3%
+28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.1% | -15.4% | -7.4% |
| 7D | -18.2% | +8.1% | -26.3% | -16.0% |
| 30D | -37.2% | +15.5% | -52.6% | -34.6% |
| 3M | -43.5% | +22.7% | -66.2% | -40.8% |
| 6M | -38.4% | +36.9% | -75.3% | -37.4% |
| YTD | +10.9% | +7.6% | +3.4% | +22.6% |
| 1Y | +26.9% | -1.9% | +28.8% | +46.3% |
| All | +26.9% | -1.3% | +28.2% | +46.3% |
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