+99.0%
MNST vs SIMO
+170.7%
-71.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.3% |
| 7D | -5.0% | -8.2% | +3.2% | -4.8% |
| 30D | +4.6% | -34.6% | +39.2% | +5.7% |
| 3M | +1.0% | -32.6% | +33.6% | +1.6% |
| 6M | +5.8% | -31.8% | +37.6% | +5.6% |
| YTD | +19.1% | +87.6% | -68.6% | +10.9% |
| 1Y | +30.9% | +86.7% | -55.8% | +21.9% |
| 3Y | +65.7% | +227.4% | -161.7% | +44.7% |
| 5Y | +99.0% | +173.0% | -74.0% | +67.1% |
| All | +99.0% | +170.7% | -71.8% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling