+1,520.5%
MOD vs SONY
+271.8%
+1,248.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.7% |
| 7D | +6.3% | -5.2% | +11.5% | +8.8% |
| 30D | -1.7% | +0.3% | -2.0% | -2.0% |
| 3M | -30.1% | +6.2% | -36.3% | -33.0% |
| 6M | +2.7% | +9.5% | -6.8% | -3.2% |
| YTD | +44.1% | -8.1% | +52.2% | +47.3% |
| 1Y | +38.7% | -17.9% | +56.7% | +49.1% |
| 3Y | +309.8% | +41.5% | +268.3% | +238.5% |
| 5Y | +1,569.7% | +11.8% | +1,557.9% | +1,386.9% |
| 10Y | +1,520.5% | +275.4% | +1,245.1% | +838.1% |
| All | +1,520.5% | +271.8% | +1,248.7% | +838.1% |
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