-87.2%
MSTU vs SONY
-6.4%
-80.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.1% | +8.1% |
| 7D | -4.8% | +2.9% | -7.7% | -7.4% |
| 30D | -29.6% | +10.2% | -39.8% | -36.8% |
| 3M | +69.4% | +16.1% | +53.3% | +41.5% |
| 6M | -62.2% | +32.1% | -94.4% | -75.0% |
| YTD | -61.1% | +1.4% | -62.4% | -70.9% |
| 1Y | -87.2% | -7.0% | -80.1% | -90.2% |
| All | -87.2% | -6.4% | -80.8% | -90.2% |
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 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