+572,080.2%
MNST vs SAN
+1,664.5%
+570,415.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.0% |
| 7D | -3.4% | +4.9% | -8.3% | -4.3% |
| 30D | +6.6% | -13.0% | +19.6% | +9.2% |
| 3M | -2.9% | -18.9% | +16.0% | +0.6% |
| 6M | +18.4% | -4.1% | +22.6% | +18.8% |
| YTD | +19.3% | +2.6% | +16.7% | +17.6% |
| 1Y | +37.9% | +16.9% | +21.0% | +32.6% |
| 3Y | +62.9% | +239.1% | -176.2% | +26.3% |
| 5Y | +99.6% | +266.8% | -167.3% | +49.4% |
| 10Y | +305.7% | +246.0% | +59.7% | +192.8% |
| All | +572,080.2% | +1,664.5% | +570,415.7% | +636,211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling