+18.4%
MNST vs SIMO
-29.1%
+47.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -4.2% |
| 7D | -3.4% | -22.0% | +18.6% | -4.4% |
| 30D | +6.6% | -43.0% | +49.7% | +4.5% |
| 3M | -2.9% | -39.1% | +36.3% | -4.5% |
| 6M | +18.4% | -33.3% | +51.7% | +16.2% |
| All | +18.4% | -29.1% | +47.5% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling