+14,639.2%
MO vs SONY
+514.2%
+14,125.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | +3.6% | -1.6% | +5.2% | +3.8% |
| 3M | -3.7% | +10.0% | -13.7% | -5.0% |
| 6M | +4.5% | +8.4% | -3.9% | +3.1% |
| YTD | +21.5% | -8.4% | +29.9% | +22.4% |
| 1Y | +9.5% | -18.4% | +27.9% | +11.9% |
| 3Y | +93.6% | +41.0% | +52.6% | +81.2% |
| 5Y | +97.5% | +9.3% | +88.2% | +89.2% |
| 10Y | +111.2% | +281.7% | -170.5% | +66.9% |
| All | +14,639.2% | +514.2% | +14,125.0% | +8,527.0% |
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