-41.5%
MSTU vs SONY
+11.0%
-52.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.1% |
| 7D | +12.9% | -4.9% | +17.8% | +18.4% |
| 30D | +68.3% | -1.6% | +69.9% | +69.8% |
| 3M | +0.4% | +10.0% | -9.6% | -12.9% |
| 6M | -41.5% | +8.4% | -49.9% | -48.3% |
| All | -41.5% | +11.0% | -52.5% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling