+84.3%
MKSI vs SONY
+9.6%
+74.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.1% |
| 7D | +2.7% | -2.7% | +5.4% | +4.3% |
| 30D | -12.8% | +1.5% | -14.3% | -14.2% |
| 3M | -22.5% | +13.0% | -35.5% | -31.0% |
| 6M | +19.4% | +11.2% | +8.2% | +6.6% |
| YTD | +67.7% | -6.6% | +74.4% | +70.1% |
| 1Y | +131.4% | -18.1% | +149.5% | +159.9% |
| 3Y | +197.3% | +42.1% | +155.3% | +107.4% |
| All | +84.3% | +9.6% | +74.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling