+29.5%
MNST vs SE
-49.7%
+79.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +3.9% | -19.4% | +23.3% | +4.4% |
| 3M | -0.8% | -33.1% | +32.3% | 0.0% |
| 6M | +5.1% | -11.4% | +16.5% | +4.7% |
| YTD | +18.3% | -39.8% | +58.1% | +17.6% |
| 1Y | +29.5% | -50.5% | +80.0% | +26.9% |
| All | +29.5% | -49.7% | +79.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling