-64.8%
MOD vs SONY
+31.5%
-96.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +4.6% |
| 7D | -25.5% | +6.7% | -32.3% | -22.4% |
| 30D | -49.0% | +14.8% | -63.8% | -45.4% |
| 3M | -49.8% | +16.9% | -66.7% | -45.9% |
| 6M | -64.8% | +30.2% | -95.0% | -60.1% |
| All | -64.8% | +31.5% | -96.2% | -60.1% |
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 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