+20.2%
SGOV vs MNST
+137.1%
-116.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +0.3% | -4.5% | +4.8% | +0.3% |
| 3M | +0.9% | -2.5% | +3.4% | +0.9% |
| 6M | +1.8% | +14.1% | -12.3% | +1.8% |
| YTD | +2.5% | +12.6% | -10.1% | +2.5% |
| 1Y | +3.8% | +36.9% | -33.2% | +3.8% |
| 3Y | +14.3% | +53.1% | -38.8% | +14.4% |
| 5Y | +20.1% | +78.2% | -58.1% | +20.2% |
| All | +20.2% | +137.1% | -116.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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