+1,253.2%
SMH vs MNST
+203,865.7%
-202,612.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +2.5% | -6.5% | +9.0% | +3.7% |
| 30D | -0.5% | -7.2% | +6.7% | +0.7% |
| 3M | -9.6% | -1.0% | -8.6% | -9.8% |
| 6M | +42.1% | +11.5% | +30.6% | +38.8% |
| YTD | +57.4% | +14.3% | +43.1% | +53.0% |
| 1Y | +96.2% | +38.1% | +58.1% | +83.9% |
| 3Y | +267.9% | +55.0% | +212.9% | +234.7% |
| 5Y | +327.7% | +79.6% | +248.0% | +279.2% |
| 10Y | +1,764.6% | +241.8% | +1,522.9% | +1,395.3% |
| All | +1,253.2% | +203,865.7% | -202,612.5% | +479.7% |
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