+328.4%
MNST vs SO
+188.2%
+140.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +3.9% | +8.7% | -4.8% | +0.6% |
| 3M | -0.8% | +3.4% | -4.2% | -2.2% |
| 6M | +5.1% | +3.7% | +1.4% | +3.4% |
| YTD | +18.3% | +10.0% | +8.2% | +13.3% |
| 1Y | +29.5% | +6.6% | +22.9% | +25.5% |
| 3Y | +64.0% | +52.5% | +11.5% | +36.5% |
| 5Y | +97.2% | +76.1% | +21.1% | +52.6% |
| 10Y | +328.4% | +194.9% | +133.6% | +167.5% |
| All | +328.4% | +188.2% | +140.2% | +167.5% |
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