+29.7%
MNST vs SW
+17.5%
+12.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.7% | +2.8% |
| 7D | +6.8% | +12.1% | -5.3% | +5.2% |
| 30D | +12.0% | +6.6% | +5.5% | +11.0% |
| 3M | +3.5% | -6.0% | +9.5% | +4.3% |
| 6M | +29.7% | +21.5% | +8.2% | +28.3% |
| All | +29.7% | +17.5% | +12.2% | +28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling