+354.7%
MNST vs SO
+197.2%
+157.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.5% |
| 7D | +1.6% | +1.4% | +0.3% | +1.1% |
| 30D | +5.1% | +4.7% | +0.4% | +3.2% |
| 3M | -0.5% | +1.7% | -2.2% | -1.2% |
| 6M | +8.1% | +2.2% | +6.0% | +7.0% |
| YTD | +21.2% | +10.0% | +11.2% | +16.1% |
| 1Y | +30.7% | +6.0% | +24.7% | +26.9% |
| 3Y | +67.3% | +54.1% | +13.2% | +38.7% |
| 5Y | +101.9% | +79.6% | +22.2% | +54.9% |
| All | +354.7% | +197.2% | +157.5% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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