+78.2%
MNST vs SITM
+168.3%
-90.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -4.1% | +8.4% | -12.4% | -4.4% |
| 30D | -4.5% | -17.4% | +12.9% | -3.8% |
| 3M | -2.5% | -9.8% | +7.4% | -2.6% |
| 6M | +14.1% | +83.0% | -68.8% | +9.3% |
| YTD | +12.6% | +69.6% | -57.0% | +7.8% |
| 1Y | +36.9% | +144.9% | -108.0% | +27.5% |
| 3Y | +53.1% | +429.9% | -376.8% | +27.8% |
| 5Y | +78.2% | +169.2% | -90.9% | +44.3% |
| All | +78.2% | +168.3% | -90.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling