-93.8%
MSTU vs SONY
-16.9%
-76.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +1.8% |
| 7D | -16.6% | -2.7% | -13.9% | -13.9% |
| 30D | +69.7% | +1.5% | +68.2% | +65.4% |
| 3M | -7.5% | +13.0% | -20.5% | -22.1% |
| 6M | -43.1% | +11.2% | -54.3% | -52.0% |
| YTD | -63.0% | -6.6% | -56.4% | -65.8% |
| 1Y | -93.8% | -18.1% | -75.7% | -93.5% |
| All | -93.8% | -16.9% | -76.9% | -93.5% |
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