+216.7%
SMH vs MNST
+100.5%
+116.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +5.0% |
| 7D | -11.2% | -3.4% | -7.8% | -10.3% |
| 30D | -25.8% | +6.6% | -32.4% | -27.6% |
| 3M | -18.8% | -2.9% | -15.9% | -18.6% |
| 6M | -15.6% | +18.4% | -34.1% | -22.0% |
| YTD | +28.8% | +19.3% | +9.6% | +18.4% |
| 1Y | +32.6% | +37.9% | -5.3% | +15.0% |
| 3Y | +213.6% | +62.9% | +150.7% | +148.7% |
| All | +216.7% | +100.5% | +116.3% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling