-88.4%
MSTU vs SONY
+30.6%
-118.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -7.2% |
| 7D | -22.0% | -5.8% | -16.2% | -15.9% |
| 30D | +60.3% | -0.4% | +60.7% | +59.4% |
| 3M | -3.7% | +13.3% | -17.0% | -19.7% |
| 6M | -45.2% | +8.5% | -53.7% | -52.3% |
| YTD | -64.3% | -8.1% | -56.2% | -61.3% |
| 1Y | -94.0% | -17.9% | -76.1% | -92.6% |
| All | -88.4% | +30.6% | -118.9% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling