+267.1%
SMH vs MNST
+55.2%
+211.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +2.5% | -6.5% | +9.0% | +3.1% |
| 30D | -0.5% | -7.2% | +6.7% | +0.1% |
| 3M | -9.6% | -1.0% | -8.6% | -9.9% |
| 6M | +42.1% | +11.5% | +30.6% | +38.7% |
| YTD | +57.4% | +14.3% | +43.1% | +53.5% |
| 1Y | +96.2% | +38.1% | +58.1% | +88.2% |
| All | +267.1% | +55.2% | +211.9% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling