+1,063.2%
SMH vs MNST
+212,337.2%
-211,273.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.2% | +5.1% |
| 7D | -4.1% | -5.0% | +0.8% | -3.3% |
| 30D | -19.2% | +4.6% | -23.8% | -20.0% |
| 3M | -16.4% | +1.0% | -17.4% | -16.8% |
| 6M | -14.0% | +5.8% | -19.8% | -15.3% |
| YTD | +35.3% | +19.1% | +16.3% | +30.3% |
| 1Y | +40.4% | +30.9% | +9.5% | +32.8% |
| 3Y | +226.8% | +65.7% | +161.1% | +193.3% |
| 5Y | +232.3% | +99.0% | +133.4% | +188.9% |
| 10Y | +1,469.9% | +313.1% | +1,156.9% | +1,122.7% |
| All | +1,063.2% | +212,337.2% | -211,273.9% | +393.6% |
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