+67.3%
MNST vs SGI
+67.2%
+0.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +1.6% | -5.3% | +6.9% | +2.3% |
| 30D | +5.1% | -2.1% | +7.1% | +5.4% |
| 3M | -0.5% | -8.2% | +7.7% | +0.5% |
| 6M | +8.1% | -4.6% | +12.7% | +8.4% |
| YTD | +21.2% | -31.5% | +52.7% | +25.7% |
| 1Y | +30.7% | -30.8% | +61.5% | +35.4% |
| 3Y | +67.3% | +67.2% | +0.1% | +56.7% |
| All | +67.3% | +67.2% | +0.1% | +56.7% |
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