+78.2%
MNST vs SRE
+51.2%
+27.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -4.5% | +1.9% | -6.4% | -5.0% |
| 3M | -2.5% | -3.3% | +0.8% | -1.8% |
| 6M | +14.1% | -6.4% | +20.6% | +15.6% |
| YTD | +12.6% | -1.8% | +14.4% | +12.4% |
| 1Y | +36.9% | +10.7% | +26.2% | +32.1% |
| 3Y | +53.1% | +31.8% | +21.3% | +36.0% |
| 5Y | +78.2% | +49.2% | +29.0% | +47.5% |
| All | +78.2% | +51.2% | +27.1% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling