-22.5%
AAL vs MNST
+10,215.7%
-10,238.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.4% | -6.9% | +10.3% | +6.3% |
| 30D | +11.7% | +3.7% | +8.0% | +10.0% |
| 3M | -7.8% | -0.3% | -7.5% | -8.0% |
| 6M | +10.2% | +5.1% | +5.2% | +7.7% |
| YTD | -8.0% | +18.4% | -26.5% | -14.5% |
| 1Y | +8.5% | +26.3% | -17.7% | -1.6% |
| 3Y | +19.5% | +64.3% | -44.8% | -4.4% |
| 5Y | -33.9% | +96.8% | -130.7% | -50.7% |
| 10Y | -66.0% | +333.2% | -399.2% | -81.5% |
| All | -22.5% | +10,215.7% | -10,238.2% | -89.3% |
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