+810.7%
MOD vs SONY
+366.0%
+444.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.8% |
| 7D | +16.1% | -3.2% | +19.3% | +17.6% |
| 30D | -38.5% | +9.6% | -48.1% | -41.5% |
| 3M | -46.8% | +13.3% | -60.1% | -50.3% |
| 6M | -61.6% | +20.3% | -81.9% | -65.6% |
| YTD | -20.5% | +4.1% | -24.7% | -24.0% |
| 1Y | -28.0% | -11.9% | -16.1% | -25.3% |
| 3Y | +134.9% | +56.6% | +78.3% | +82.8% |
| 5Y | +833.2% | +10.9% | +822.2% | +723.9% |
| All | +810.7% | +366.0% | +444.7% | +367.7% |
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