+213.1%
MNST vs SITM
+3,535.1%
-3,322.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.3% |
| 7D | -6.9% | +17.2% | -24.1% | -7.9% |
| 30D | +3.7% | -17.1% | +20.9% | +4.6% |
| 3M | -0.3% | -29.2% | +28.9% | +1.2% |
| 6M | +5.1% | -47.6% | +52.7% | +8.1% |
| YTD | +18.4% | +33.8% | -15.4% | +12.2% |
| 1Y | +26.3% | +54.1% | -27.8% | +18.0% |
| 3Y | +64.3% | +337.6% | -273.3% | +30.7% |
| 5Y | +96.8% | +89.7% | +7.1% | +61.1% |
| All | +213.1% | +3,535.1% | -3,322.0% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling