+303.0%
MNST vs SBAC
+93.8%
+209.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.8% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +6.6% | +11.2% | -4.6% | +3.0% |
| 3M | -2.9% | +4.5% | -7.3% | -4.5% |
| 6M | +18.4% | -12.2% | +30.6% | +22.4% |
| YTD | +19.3% | -0.1% | +19.4% | +16.9% |
| 1Y | +37.9% | -0.3% | +38.2% | +35.1% |
| 3Y | +62.9% | -8.7% | +71.6% | +61.1% |
| 5Y | +99.6% | -40.2% | +139.7% | +128.0% |
| All | +303.0% | +93.8% | +209.2% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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