+3,180.1%
MNST vs SW
+743.1%
+2,437.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.7% | +3.2% |
| 7D | +6.8% | +12.1% | -5.3% | +6.3% |
| 30D | +12.0% | +6.6% | +5.5% | +11.8% |
| 3M | +3.5% | -6.0% | +9.5% | +3.7% |
| 6M | +29.7% | +21.5% | +8.2% | +28.7% |
| YTD | +27.2% | +20.3% | +6.8% | +26.2% |
| 1Y | +45.8% | +28.1% | +17.7% | +44.4% |
| 3Y | +75.5% | +51.6% | +23.9% | +72.3% |
| 5Y | +122.1% | -0.1% | +122.3% | +118.5% |
| 10Y | +332.6% | +189.7% | +142.9% | +318.6% |
| All | +3,180.1% | +743.1% | +2,437.0% | +2,925.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling