+303.0%
MNST vs SIMO
+379.7%
-76.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -4.7% |
| 7D | -3.4% | -22.0% | +18.6% | -1.7% |
| 30D | +6.6% | -43.0% | +49.7% | +11.0% |
| 3M | -2.9% | -39.1% | +36.3% | -0.1% |
| 6M | +18.4% | -33.3% | +51.7% | +19.0% |
| YTD | +19.3% | +77.0% | -57.7% | +4.9% |
| 1Y | +37.9% | +73.0% | -35.1% | +21.4% |
| 3Y | +62.9% | +215.7% | -152.8% | +28.3% |
| 5Y | +99.6% | +155.6% | -56.1% | +56.8% |
| All | +303.0% | +379.7% | -76.7% | +153.9% |
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