+313.1%
MNST vs SFM
+146.8%
+166.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -5.0% | -10.2% | +5.3% | -4.0% |
| 30D | +4.6% | -23.9% | +28.5% | +6.9% |
| 3M | +1.0% | -42.3% | +43.3% | +6.0% |
| 6M | +5.8% | -40.1% | +45.9% | +10.4% |
| YTD | +19.1% | -37.8% | +56.8% | +23.2% |
| 1Y | +30.9% | -37.1% | +68.0% | +35.2% |
| 3Y | +65.7% | +21.5% | +44.2% | +52.2% |
| 5Y | +99.0% | +103.8% | -4.8% | +67.6% |
| 10Y | +313.1% | +142.0% | +171.1% | +226.0% |
| All | +313.1% | +146.8% | +166.3% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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