+1,475.7%
SMH vs MNST
+344.7%
+1,131.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -4.9% | -3.8% |
| 7D | +4.9% | +1.6% | +3.3% | +4.2% |
| 30D | -13.8% | +5.1% | -18.9% | -16.1% |
| 3M | -17.4% | -0.5% | -16.9% | -18.0% |
| 6M | -15.0% | +8.1% | -23.1% | -19.4% |
| YTD | +35.2% | +21.2% | +14.0% | +20.8% |
| 1Y | +41.6% | +30.7% | +10.9% | +21.9% |
| 3Y | +215.6% | +67.3% | +148.3% | +132.2% |
| 5Y | +233.2% | +101.9% | +131.4% | +117.2% |
| All | +1,475.7% | +344.7% | +1,131.0% | +684.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling