+10,739.7%
MNST vs SIMO
+1,993.5%
+8,746.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.4% | +12.5% | -0.1% |
| 7D | +3.2% | -31.4% | +34.6% | +7.8% |
| 30D | +10.6% | -45.2% | +55.8% | +18.3% |
| 3M | +1.3% | -36.5% | +37.8% | +5.2% |
| 6M | +26.2% | -34.2% | +60.4% | +28.1% |
| YTD | +24.8% | +69.9% | -45.1% | +8.0% |
| 1Y | +40.9% | +60.4% | -19.5% | +22.8% |
| 3Y | +72.2% | +203.1% | -131.0% | +32.6% |
| 5Y | +108.8% | +145.4% | -36.6% | +60.8% |
| 10Y | +324.4% | +368.9% | -44.5% | +180.5% |
| All | +10,739.7% | +1,993.5% | +8,746.2% | +4,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling