+598,486.6%
MNST vs SO
+6,337.0%
+592,149.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +10.6% | +9.2% | +1.3% | +7.8% |
| 3M | +1.3% | +1.1% | +0.2% | +0.9% |
| 6M | +26.2% | -1.1% | +27.3% | +26.3% |
| YTD | +24.8% | +9.7% | +15.1% | +21.0% |
| 1Y | +40.9% | +5.5% | +35.5% | +38.1% |
| 3Y | +72.2% | +47.0% | +25.1% | +52.4% |
| 5Y | +108.8% | +77.6% | +31.2% | +73.9% |
| 10Y | +324.4% | +181.0% | +143.4% | +208.4% |
| All | +598,486.6% | +6,337.0% | +592,149.6% | +273,553.6% |
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