+548,301.9%
MNST vs SAN
+2,116.5%
+546,185.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -6.5% | +1.8% | -8.3% | -6.8% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -1.0% | +19.7% | -20.7% | -4.5% |
| 6M | +11.5% | +30.6% | -19.1% | +5.7% |
| YTD | +14.3% | +28.8% | -14.5% | +8.3% |
| 1Y | +38.1% | +57.8% | -19.6% | +25.7% |
| 3Y | +55.0% | +338.1% | -283.1% | +14.8% |
| 5Y | +79.6% | +384.2% | -304.6% | +27.8% |
| 10Y | +241.8% | +353.1% | -111.4% | +135.1% |
| All | +548,301.9% | +2,116.5% | +546,185.5% | +586,058.3% |
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