-32.6%
MOD vs SONY
-6.4%
-26.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.2% | -23.6% | -21.4% |
| 7D | -31.3% | +2.9% | -34.2% | -31.3% |
| 30D | -46.1% | +10.2% | -56.4% | -46.6% |
| 3M | -51.1% | +16.1% | -67.2% | -52.1% |
| 6M | -62.1% | +32.1% | -94.2% | -65.4% |
| YTD | -26.2% | +1.4% | -27.5% | -23.3% |
| 1Y | -32.6% | -7.0% | -25.5% | -28.0% |
| All | -32.6% | -6.4% | -26.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling