+45.8%
MNST vs SITM
+47.5%
-1.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.7% | +2.9% |
| 7D | +6.8% | -19.5% | +26.3% | +6.0% |
| 30D | +12.0% | -43.2% | +55.2% | +10.1% |
| 3M | +3.5% | -30.8% | +34.4% | +2.3% |
| 6M | +29.7% | -28.6% | +58.2% | +28.6% |
| YTD | +27.2% | +14.2% | +13.0% | +28.4% |
| 1Y | +45.8% | +44.4% | +1.4% | +53.5% |
| All | +45.8% | +47.5% | -1.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling