+98.0%
MNST vs SFM
+112.8%
-14.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | +5.2% | -19.2% | +24.4% | +6.5% |
| 3M | -0.9% | -40.3% | +39.4% | +2.5% |
| 6M | +6.1% | -40.9% | +47.0% | +9.6% |
| YTD | +18.9% | -35.5% | +54.4% | +21.7% |
| 1Y | +29.3% | -37.4% | +66.7% | +32.7% |
| 3Y | +64.9% | +25.5% | +39.4% | +48.2% |
| 5Y | +98.0% | +113.0% | -15.0% | +58.0% |
| All | +98.0% | +112.8% | -14.8% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling