+38.7%
MOD vs SONY
-16.9%
+55.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.4% |
| 7D | +6.3% | -5.2% | +11.5% | +7.3% |
| 30D | -1.7% | +0.3% | -2.0% | -1.9% |
| 3M | -30.1% | +6.2% | -36.3% | -30.7% |
| 6M | +2.7% | +9.5% | -6.8% | -1.1% |
| YTD | +44.1% | -8.1% | +52.2% | +50.6% |
| 1Y | +38.7% | -17.9% | +56.7% | +55.6% |
| All | +38.7% | -16.9% | +55.6% | +55.6% |
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