+150.2%
MOS vs SONY
+543.6%
-393.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +9.5% | -1.2% | +10.7% | +9.9% |
| 30D | +10.4% | +9.4% | +1.0% | +7.0% |
| 3M | +12.9% | +10.5% | +2.4% | +8.7% |
| 6M | +1.2% | +11.7% | -10.4% | -3.3% |
| YTD | +9.3% | -4.1% | +13.4% | +9.7% |
| 1Y | -18.0% | -11.8% | -6.2% | -15.6% |
| 3Y | -29.0% | +45.9% | -74.9% | -39.7% |
| 5Y | -9.6% | +16.3% | -25.9% | -18.5% |
| 10Y | +6.1% | +297.6% | -291.5% | -37.2% |
| All | +150.2% | +543.6% | -393.3% | +22.1% |
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