+11.5%
MNST vs SN
+49.1%
-37.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -6.5% | -9.3% | +2.8% | -5.2% |
| 30D | -7.2% | -4.8% | -2.4% | -6.6% |
| 3M | -1.0% | +40.4% | -41.4% | -6.6% |
| 6M | +11.5% | +50.9% | -39.5% | +2.9% |
| All | +11.5% | +49.1% | -37.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 6mo: compounded portfolio wealth divided by compounded SN 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…
6mo analysis · Full analysis span regression · 6 months rolling