+283.4%
SONY vs MKTX
+1,443.5%
-1,160.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -0.4% | +0.8% | -1.2% | -0.5% |
| 3M | +13.3% | +41.1% | -27.8% | +5.0% |
| 6M | +8.5% | -9.5% | +18.0% | +9.3% |
| YTD | -8.1% | -8.7% | +0.6% | -7.7% |
| 1Y | -17.9% | -10.0% | -7.9% | -17.5% |
| 3Y | +41.4% | -24.6% | +66.1% | +43.8% |
| 5Y | +9.3% | -60.3% | +69.6% | +23.9% |
| 10Y | +283.0% | +5.0% | +278.0% | +245.4% |
| All | +283.4% | +1,443.5% | -1,160.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling