+52.4%
MNST vs SN
+490.7%
-438.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -6.5% | -9.3% | +2.8% | -6.0% |
| 30D | -7.2% | -4.8% | -2.4% | -7.0% |
| 3M | -1.0% | +40.4% | -41.4% | -2.7% |
| 6M | +11.5% | +50.9% | -39.5% | +9.1% |
| YTD | +14.3% | +54.9% | -40.6% | +11.7% |
| 1Y | +38.1% | +43.0% | -4.9% | +35.4% |
| 3Y | +55.0% | +391.8% | -336.9% | +37.6% |
| All | +52.4% | +490.7% | -438.2% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling