+29.3%
MNST vs SIMO
+92.3%
-63.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.3% |
| 7D | -4.7% | +14.9% | -19.6% | -4.4% |
| 30D | +5.2% | -27.0% | +32.2% | +4.8% |
| 3M | -0.9% | -25.4% | +24.5% | -1.4% |
| 6M | +6.1% | -30.3% | +36.4% | +5.4% |
| YTD | +18.9% | +95.8% | -76.9% | +16.2% |
| 1Y | +29.3% | +100.0% | -70.7% | +25.9% |
| All | +29.3% | +92.3% | -63.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling