+248.4%
MNST vs SONY
+276.5%
-28.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.6% | -4.9% | +1.4% | -2.2% |
| 30D | -6.3% | -1.6% | -4.7% | -5.9% |
| 3M | -5.0% | +10.0% | -15.0% | -7.8% |
| 6M | +13.1% | +8.4% | +4.7% | +9.9% |
| YTD | +11.8% | -8.4% | +20.2% | +13.7% |
| 1Y | +35.2% | -18.4% | +53.6% | +41.4% |
| 3Y | +52.0% | +41.0% | +11.0% | +29.7% |
| 5Y | +77.9% | +9.3% | +68.6% | +62.7% |
| 10Y | +248.4% | +281.7% | -33.3% | +108.2% |
| All | +248.4% | +276.5% | -28.1% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling