+229.2%
MNST vs SE
+363.8%
-134.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.8% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +5.1% | -20.9% | +26.0% | +7.7% |
| 3M | -0.5% | -38.9% | +38.4% | +4.9% |
| 6M | +8.1% | -19.4% | +27.6% | +9.9% |
| YTD | +21.2% | -40.9% | +62.1% | +26.9% |
| 1Y | +30.7% | -46.2% | +76.9% | +38.2% |
| 3Y | +67.3% | +63.7% | +3.6% | +49.4% |
| 5Y | +101.9% | -77.9% | +179.8% | +120.9% |
| All | +229.2% | +363.8% | -134.6% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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