+2,222.5%
MKSI vs SONY
+206.2%
+2,016.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | +2.7% | -2.7% | +5.4% | +4.0% |
| 30D | -12.8% | +1.5% | -14.3% | -13.8% |
| 3M | -22.5% | +13.0% | -35.5% | -29.0% |
| 6M | +19.4% | +11.2% | +8.2% | +9.9% |
| YTD | +67.7% | -6.6% | +74.4% | +68.1% |
| 1Y | +131.4% | -18.1% | +149.5% | +148.1% |
| 3Y | +197.3% | +42.1% | +155.3% | +138.9% |
| 5Y | +87.0% | +11.0% | +75.9% | +71.7% |
| 10Y | +522.1% | +289.2% | +232.9% | +212.7% |
| All | +2,222.5% | +206.2% | +2,016.3% | +944.2% |
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 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