+12.6%
MOS vs SONY
+271.8%
-259.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +4.3% |
| 7D | +7.1% | -5.2% | +12.2% | +9.2% |
| 30D | +15.0% | +0.3% | +14.7% | +14.7% |
| 3M | +24.1% | +6.2% | +17.9% | +20.3% |
| 6M | +2.7% | +9.5% | -6.8% | -2.3% |
| YTD | +12.2% | -8.1% | +20.3% | +14.6% |
| 1Y | -16.3% | -17.9% | +1.6% | -10.6% |
| 3Y | -23.3% | +41.5% | -64.8% | -37.6% |
| 5Y | -4.2% | +11.8% | -16.0% | -15.9% |
| 10Y | +12.6% | +275.4% | -262.8% | -37.2% |
| All | +12.6% | +271.8% | -259.2% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling