+221.2%
MNST vs SE
+372.6%
-151.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +3.9% | -19.4% | +23.3% | +6.3% |
| 3M | -0.8% | -33.1% | +32.3% | +3.3% |
| 6M | +5.1% | -11.4% | +16.5% | +5.6% |
| YTD | +18.3% | -39.8% | +58.1% | +23.6% |
| 1Y | +29.5% | -50.5% | +80.0% | +38.1% |
| 3Y | +64.0% | +68.9% | -4.8% | +46.0% |
| 5Y | +97.2% | -77.1% | +174.3% | +114.7% |
| All | +221.2% | +372.6% | -151.4% | +119.8% |
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