+56.6%
MNST vs SGI
+54.7%
+1.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.5% | +8.5% | -15.0% | -7.5% |
| 30D | -7.2% | +0.7% | -7.9% | -7.4% |
| 3M | -1.0% | +0.6% | -1.6% | -1.3% |
| 6M | +11.5% | -17.9% | +29.4% | +14.0% |
| YTD | +14.3% | -21.2% | +35.5% | +17.1% |
| 1Y | +38.1% | -18.9% | +57.0% | +40.7% |
| All | +56.6% | +54.7% | +1.9% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling