+241.7%
MNST vs SIMO
+502.1%
-260.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.4% |
| 7D | -6.5% | +4.2% | -10.7% | -6.9% |
| 30D | -7.2% | +4.1% | -11.3% | -7.9% |
| 3M | -1.0% | -12.9% | +11.9% | -1.0% |
| 6M | +11.5% | +110.3% | -98.9% | -0.4% |
| YTD | +14.3% | +178.6% | -164.3% | -2.0% |
| 1Y | +38.1% | +220.0% | -181.9% | +15.7% |
| 3Y | +55.0% | +409.0% | -354.1% | +18.9% |
| 5Y | +79.6% | +277.3% | -197.7% | +39.6% |
| All | +241.7% | +502.1% | -260.4% | +117.8% |
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