+1,007.3%
SMH vs MNST
+212,709.5%
-211,702.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.4% |
| 7D | -11.2% | -3.4% | -7.8% | -10.7% |
| 30D | -25.8% | +6.6% | -32.4% | -26.7% |
| 3M | -18.8% | -2.9% | -15.9% | -18.7% |
| 6M | -15.6% | +18.4% | -34.1% | -18.6% |
| YTD | +28.8% | +19.3% | +9.6% | +24.0% |
| 1Y | +32.6% | +37.9% | -5.3% | +24.2% |
| 3Y | +213.6% | +62.9% | +150.7% | +182.4% |
| 5Y | +222.4% | +99.6% | +122.9% | +180.2% |
| 10Y | +1,429.6% | +305.7% | +1,123.9% | +1,094.1% |
| All | +1,007.3% | +212,709.5% | -211,702.3% | +369.7% |
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