+99,468.3%
MNST vs SGI
+2,083.6%
+97,384.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.5% | +8.5% | -15.0% | -8.0% |
| 30D | -7.2% | +0.7% | -7.9% | -7.5% |
| 3M | -1.0% | +0.6% | -1.6% | -1.5% |
| 6M | +11.5% | -17.9% | +29.4% | +14.7% |
| YTD | +14.3% | -21.2% | +35.5% | +18.2% |
| 1Y | +38.1% | -18.9% | +57.0% | +41.5% |
| 3Y | +55.0% | +52.6% | +2.3% | +38.1% |
| 5Y | +79.6% | +60.7% | +18.9% | +54.0% |
| 10Y | +241.8% | +278.1% | -36.3% | +122.7% |
| All | +99,468.3% | +2,083.6% | +97,384.7% | +34,071.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling