+1,644.6%
ASML vs MNST
+242.3%
+1,402.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +1.1% | -6.5% | +7.6% | +4.3% |
| 30D | +2.2% | -7.2% | +9.4% | +5.5% |
| 3M | -2.3% | -1.0% | -1.3% | -2.8% |
| 6M | +23.0% | +11.5% | +11.5% | +14.9% |
| YTD | +61.1% | +14.3% | +46.8% | +48.2% |
| 1Y | +129.1% | +38.1% | +91.0% | +89.8% |
| 3Y | +165.4% | +55.0% | +110.4% | +100.6% |
| 5Y | +109.5% | +79.6% | +29.8% | +43.8% |
| All | +1,644.6% | +242.3% | +1,402.3% | +890.4% |
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