-15.6%
SMH vs MNST
+19.0%
-34.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +3.0% |
| 7D | -11.2% | -3.4% | -7.8% | -11.5% |
| 30D | -25.8% | +6.6% | -32.4% | -25.4% |
| 3M | -18.8% | -2.9% | -15.9% | -18.6% |
| 6M | -15.6% | +18.4% | -34.1% | -19.8% |
| All | -15.6% | +19.0% | -34.6% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling