+12.0%
MUZ vs SONY
+18.0%
-6.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.0% | -7.9% | -4.5% |
| 7D | +45.8% | +6.7% | +39.1% | +30.0% |
| 30D | +99.8% | +14.8% | +85.1% | +65.7% |
| 3M | +12.0% | +16.9% | -4.9% | -8.5% |
| All | +12.0% | +18.0% | -6.0% | -8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling