-68.6%
AAL vs MNST
+344.7%
-413.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -2.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.9% |
| 30D | +11.7% | +5.1% | +6.6% | +9.0% |
| 3M | -12.5% | -0.5% | -12.1% | -12.7% |
| 6M | +3.6% | +8.1% | -4.5% | -0.7% |
| YTD | -14.1% | +21.2% | -35.3% | -22.4% |
| 1Y | +0.8% | +30.7% | -30.0% | -12.3% |
| 3Y | +11.8% | +67.3% | -55.5% | -16.4% |
| 5Y | -35.1% | +101.9% | -137.0% | -56.7% |
| All | -68.6% | +344.7% | -413.3% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling