-30.3%
MOS vs SONY
+63.5%
-93.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | +15.3% | +11.1% | +4.2% | +12.3% |
| 3M | +1.5% | +14.7% | -13.2% | -2.1% |
| 6M | -2.0% | +18.8% | -20.8% | -6.5% |
| YTD | -6.5% | +5.7% | -12.3% | -8.2% |
| 1Y | -11.1% | -8.1% | -3.0% | -9.0% |
| 3Y | -30.3% | +64.0% | -94.2% | -42.9% |
| All | -30.3% | +63.5% | -93.8% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling