-8.8%
MOS vs SONY
-3.1%
-5.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +19.7% | +6.1% | +13.6% | +18.7% |
| 30D | +21.5% | +12.2% | +9.3% | +19.8% |
| 3M | -0.4% | +15.3% | -15.8% | -2.3% |
| 6M | +4.5% | +34.3% | -29.8% | -0.8% |
| YTD | -2.9% | +5.7% | -8.6% | -5.2% |
| All | -8.8% | -3.1% | -5.7% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling