+62.9%
MNST vs SO
+45.4%
+17.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -3.4% | -1.5% | -2.0% | -3.1% |
| 30D | +6.6% | +8.1% | -1.5% | +4.6% |
| 3M | -2.9% | +0.2% | -3.1% | -3.0% |
| 6M | +18.4% | +0.4% | +18.1% | +18.2% |
| YTD | +19.3% | +8.5% | +10.8% | +16.1% |
| 1Y | +37.9% | +4.9% | +33.0% | +35.6% |
| 3Y | +62.9% | +47.9% | +15.0% | +49.1% |
| All | +62.9% | +45.4% | +17.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling