+886.3%
MOD vs SONY
+366.6%
+519.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.4% |
| 7D | -17.8% | +5.2% | -23.0% | -20.1% |
| 30D | -43.2% | +10.7% | -54.0% | -46.3% |
| 3M | -46.0% | +12.1% | -58.2% | -49.4% |
| 6M | -62.2% | +32.6% | -94.8% | -67.8% |
| YTD | -22.8% | +4.3% | -27.1% | -26.2% |
| 1Y | -35.5% | -4.5% | -31.0% | -35.7% |
| 3Y | +128.2% | +56.9% | +71.3% | +77.4% |
| 5Y | +791.6% | +12.5% | +779.1% | +682.5% |
| 10Y | +886.3% | +371.7% | +514.6% | +403.2% |
| All | +886.3% | +366.6% | +519.7% | +403.2% |
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 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