+205.7%
MNST vs SE
+597.4%
-391.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -4.5% | -0.1% | -4.4% | -4.7% |
| 3M | -2.5% | +34.1% | -36.6% | -6.1% |
| 6M | +14.1% | +23.2% | -9.1% | +10.6% |
| YTD | +12.6% | -11.2% | +23.7% | +12.8% |
| 1Y | +36.9% | -40.5% | +77.5% | +43.3% |
| 3Y | +53.1% | +196.3% | -143.2% | +27.5% |
| 5Y | +78.2% | -67.0% | +145.3% | +86.5% |
| All | +205.7% | +597.4% | -391.7% | +100.6% |
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