+313.1%
MNST vs SAN
+267.2%
+45.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.4% |
| 7D | -5.0% | +8.7% | -13.7% | -6.6% |
| 30D | +4.6% | -6.5% | +11.1% | +5.8% |
| 3M | +1.0% | -14.2% | +15.2% | +3.8% |
| 6M | +5.8% | +2.7% | +3.1% | +4.5% |
| YTD | +19.1% | +8.9% | +10.2% | +15.7% |
| 1Y | +30.9% | +23.4% | +7.5% | +23.8% |
| 3Y | +65.7% | +257.9% | -192.2% | +22.4% |
| 5Y | +99.0% | +297.8% | -198.8% | +39.5% |
| 10Y | +313.1% | +259.6% | +53.5% | +196.4% |
| All | +313.1% | +267.2% | +45.8% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling