+38.1%
MNST vs SMR
-76.3%
+114.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -6.5% | +4.4% | -10.9% | -6.4% |
| 30D | -7.2% | +3.4% | -10.6% | -7.1% |
| 3M | -1.0% | -19.2% | +18.2% | -1.1% |
| 6M | +11.5% | -22.6% | +34.1% | +11.1% |
| YTD | +14.3% | -31.5% | +45.9% | +14.0% |
| 1Y | +38.1% | -73.1% | +111.2% | +33.6% |
| All | +38.1% | -76.3% | +114.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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