-7.3%
MOD vs SONY
+11.4%
-18.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +9.6% | -1.2% | +10.8% | +9.5% |
| 30D | 0.0% | +9.4% | -9.4% | -0.1% |
| 3M | -35.4% | +10.5% | -45.9% | -33.4% |
| 6M | -7.3% | +11.7% | -19.0% | -4.6% |
| All | -7.3% | +11.4% | -18.7% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling