-32.8%
AAL vs MNST
+80.0%
-112.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -3.7% | -6.5% | +2.7% | -0.6% |
| 30D | -20.8% | -7.2% | -13.6% | -18.1% |
| 3M | -1.3% | -1.0% | -0.3% | -1.0% |
| 6M | +5.4% | +11.5% | -6.1% | -0.7% |
| YTD | -14.4% | +14.3% | -28.7% | -20.3% |
| 1Y | +2.1% | +38.1% | -36.0% | -14.2% |
| 3Y | -10.6% | +55.0% | -65.5% | -30.8% |
| All | -32.8% | +80.0% | -112.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling