+101.3%
MNST vs SIMO
+154.7%
-53.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -4.5% |
| 7D | -3.4% | -22.0% | +18.6% | -2.9% |
| 30D | +6.6% | -43.0% | +49.7% | +8.1% |
| 3M | -2.9% | -39.1% | +36.3% | -2.0% |
| 6M | +18.4% | -33.3% | +51.7% | +18.2% |
| YTD | +19.3% | +77.0% | -57.7% | +11.3% |
| 1Y | +37.9% | +73.0% | -35.1% | +28.7% |
| 3Y | +62.9% | +215.7% | -152.8% | +42.2% |
| All | +101.3% | +154.7% | -53.3% | +70.0% |
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 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