+528.8%
APP vs MNST
+91.5%
+437.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +79.2% | -5.0% | +84.1% | +81.7% |
| 30D | +48.0% | +4.6% | +43.4% | +44.4% |
| 3M | +18.2% | +1.0% | +17.2% | +16.6% |
| 6M | -12.5% | +5.8% | -18.3% | -15.5% |
| YTD | -39.2% | +19.1% | -58.2% | -45.1% |
| 1Y | -33.9% | +30.9% | -64.8% | -43.3% |
| 3Y | +933.3% | +65.7% | +867.5% | +651.8% |
| 5Y | +295.9% | +99.0% | +196.9% | +134.8% |
| All | +528.8% | +91.5% | +437.3% | +250.1% |
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 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