+78.2%
MNST vs SONY
+11.4%
+66.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.7% |
| 7D | -4.1% | -5.2% | +1.1% | -3.1% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -2.5% | +6.2% | -8.7% | -3.8% |
| 6M | +14.1% | +9.5% | +4.6% | +11.7% |
| YTD | +12.6% | -8.1% | +20.6% | +13.7% |
| 1Y | +36.9% | -17.9% | +54.9% | +40.8% |
| 3Y | +53.1% | +41.5% | +11.6% | +36.1% |
| 5Y | +78.2% | +11.8% | +66.4% | +69.2% |
| All | +78.2% | +11.4% | +66.8% | +69.2% |
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 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