+240.4%
MNST vs SRE
+121.7%
+118.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -4.5% | +1.9% | -6.4% | -5.2% |
| 3M | -2.5% | -3.3% | +0.8% | -1.6% |
| 6M | +14.1% | -6.4% | +20.6% | +16.1% |
| YTD | +12.6% | -1.8% | +14.4% | +12.4% |
| 1Y | +36.9% | +10.7% | +26.2% | +31.0% |
| 3Y | +53.1% | +31.8% | +21.3% | +34.0% |
| 5Y | +78.2% | +49.2% | +29.0% | +47.0% |
| 10Y | +240.4% | +118.5% | +121.9% | +137.1% |
| All | +240.4% | +121.7% | +118.7% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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