-22.3%
MOH vs SONY
+9.6%
-32.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | -0.9% | +1.5% | -2.4% | -1.0% |
| 3M | +5.7% | +13.0% | -7.3% | +4.5% |
| 6M | +39.1% | +11.2% | +27.9% | +37.7% |
| YTD | +17.7% | -6.6% | +24.3% | +18.9% |
| 1Y | +8.4% | -18.1% | +26.5% | +11.2% |
| 3Y | -36.6% | +42.1% | -78.6% | -39.7% |
| All | -22.3% | +9.6% | -32.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling