+84.2%
MNST vs SIMO
+269.6%
-185.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.9% |
| 7D | -6.5% | +4.2% | -10.7% | -6.7% |
| 30D | -7.2% | +4.1% | -11.3% | -7.5% |
| 3M | -1.0% | -12.9% | +11.9% | -1.0% |
| 6M | +11.5% | +110.3% | -98.9% | +5.2% |
| YTD | +14.3% | +178.6% | -164.3% | +5.5% |
| 1Y | +38.1% | +220.0% | -181.9% | +25.7% |
| 3Y | +55.0% | +409.0% | -354.1% | +33.4% |
| All | +84.2% | +269.6% | -185.4% | +60.8% |
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 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