+98.0%
MNST vs SAN
+294.7%
-196.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | -4.7% | +1.0% | -5.7% | -4.9% |
| 30D | +5.2% | -9.4% | +14.6% | +6.7% |
| 3M | -0.9% | -17.1% | +16.2% | +1.9% |
| 6M | +6.1% | +2.2% | +4.0% | +5.1% |
| YTD | +18.9% | +6.0% | +12.9% | +16.5% |
| 1Y | +29.3% | +12.7% | +16.6% | +25.4% |
| 3Y | +64.9% | +242.1% | -177.3% | +28.4% |
| 5Y | +98.0% | +293.6% | -195.6% | +48.2% |
| All | +98.0% | +294.7% | -196.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling