+96.8%
MNST vs SONY
+11.0%
+85.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -6.9% | +2.1% | -9.0% | -7.3% |
| 30D | +3.7% | +9.2% | -5.4% | +1.9% |
| 3M | -0.3% | +12.2% | -12.5% | -2.6% |
| 6M | +5.1% | +24.4% | -19.3% | +0.3% |
| YTD | +18.4% | +3.5% | +15.0% | +16.9% |
| 1Y | +26.3% | -9.2% | +35.4% | +27.6% |
| 3Y | +64.3% | +55.6% | +8.7% | +43.5% |
| 5Y | +96.8% | +12.0% | +84.9% | +88.6% |
| All | +96.8% | +11.0% | +85.8% | +88.6% |
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