+354.7%
MNST vs SIMO
+394.4%
-39.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +2.4% |
| 7D | +1.6% | +4.1% | -2.5% | +1.2% |
| 30D | +5.1% | -24.0% | +29.0% | +6.8% |
| 3M | -0.5% | -31.8% | +31.3% | +1.4% |
| 6M | +8.1% | -36.9% | +45.0% | +9.4% |
| YTD | +21.2% | +84.8% | -63.6% | +6.1% |
| 1Y | +30.7% | +99.0% | -68.3% | +13.2% |
| 3Y | +67.3% | +217.9% | -150.6% | +31.9% |
| 5Y | +101.9% | +171.5% | -69.6% | +57.4% |
| All | +354.7% | +394.4% | -39.7% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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