+527.5%
APP vs MNST
+95.0%
+432.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +2.0% | +3.2% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +56.0% | +5.1% | +51.0% | +52.2% |
| 3M | +30.8% | -0.5% | +31.3% | +30.0% |
| 6M | -9.8% | +8.1% | -17.9% | -13.6% |
| YTD | -39.3% | +21.2% | -60.5% | -45.5% |
| 1Y | -26.4% | +30.7% | -57.2% | -36.6% |
| 3Y | +887.9% | +67.3% | +820.6% | +619.5% |
| 5Y | +264.1% | +101.9% | +162.2% | +114.7% |
| All | +527.5% | +95.0% | +432.5% | +247.2% |
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