+223.3%
MNST vs SE
+379.8%
-156.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -5.0% | +3.3% | -8.2% | -5.3% |
| 30D | +4.6% | -18.2% | +22.7% | +6.8% |
| 3M | +1.0% | -31.3% | +32.3% | +4.9% |
| 6M | +5.8% | -10.1% | +15.9% | +6.1% |
| YTD | +19.1% | -38.9% | +57.9% | +24.2% |
| 1Y | +30.9% | -48.0% | +78.9% | +38.8% |
| 3Y | +65.7% | +78.8% | -13.1% | +46.4% |
| 5Y | +99.0% | -77.1% | +176.1% | +116.8% |
| All | +223.3% | +379.8% | -156.4% | +120.8% |
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