+118.3%
MOS vs SONY
+607.5%
-489.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +21.6% | +6.7% | +14.9% | +19.1% |
| 30D | +12.0% | +14.8% | -2.8% | +6.9% |
| 3M | -3.9% | +16.9% | -20.8% | -9.1% |
| 6M | -3.3% | +30.2% | -33.6% | -12.4% |
| YTD | -4.6% | +5.5% | -10.1% | -7.5% |
| 1Y | -7.0% | -4.6% | -2.4% | -6.9% |
| 3Y | -24.4% | +57.2% | -81.6% | -37.5% |
| 5Y | -32.1% | +12.1% | -44.2% | -38.1% |
| 10Y | +10.3% | +361.6% | -351.2% | -37.9% |
| All | +118.3% | +607.5% | -489.2% | +3.0% |
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 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