+241.7%
MNST vs SW
+147.8%
+94.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -6.5% | -5.1% | -1.4% | -6.2% |
| 30D | -7.2% | -4.6% | -2.6% | -7.0% |
| 3M | -1.0% | +9.4% | -10.4% | -1.7% |
| 6M | +11.5% | +3.5% | +8.0% | +10.9% |
| YTD | +14.3% | +22.0% | -7.7% | +12.5% |
| 1Y | +38.1% | +2.2% | +35.9% | +37.2% |
| 3Y | +55.0% | +19.6% | +35.4% | +51.0% |
| 5Y | +79.6% | -2.3% | +82.0% | +73.9% |
| All | +241.7% | +147.8% | +94.0% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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