+548,301.9%
MNST vs SO
+5,976.4%
+542,325.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -7.2% | -4.6% | -2.6% | -6.0% |
| 3M | -1.0% | -3.0% | +2.0% | -0.2% |
| 6M | +11.5% | -8.3% | +19.7% | +14.1% |
| YTD | +14.3% | +3.5% | +10.8% | +12.8% |
| 1Y | +38.1% | -0.9% | +39.1% | +37.8% |
| 3Y | +55.0% | +45.4% | +9.6% | +37.6% |
| 5Y | +79.6% | +59.6% | +20.0% | +54.3% |
| 10Y | +241.8% | +156.6% | +85.2% | +154.7% |
| All | +548,301.9% | +5,976.4% | +542,325.5% | +254,970.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling