+1,638.7%
MOD vs SONY
+607.5%
+1,031.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.5% |
| 7D | -25.5% | +6.7% | -32.3% | -27.9% |
| 30D | -49.0% | +14.8% | -63.8% | -52.2% |
| 3M | -49.8% | +16.9% | -66.7% | -53.4% |
| 6M | -64.8% | +30.2% | -95.0% | -69.2% |
| YTD | -27.6% | +5.5% | -33.1% | -31.0% |
| 1Y | -35.2% | -4.6% | -30.6% | -35.8% |
| 3Y | +137.1% | +57.2% | +79.9% | +90.2% |
| 5Y | +760.3% | +12.1% | +748.2% | +681.1% |
| 10Y | +938.8% | +361.6% | +577.3% | +422.4% |
| All | +1,638.7% | +607.5% | +1,031.1% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling