+1,395.4%
ASML vs MNST
+301.8%
+1,093.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.4% | +7.0% |
| 7D | -9.0% | -3.4% | -5.6% | -7.8% |
| 30D | -21.0% | +6.6% | -27.6% | -23.8% |
| 3M | -16.3% | -2.9% | -13.4% | -16.1% |
| 6M | -7.5% | +18.4% | -26.0% | -16.8% |
| YTD | +34.0% | +19.3% | +14.7% | +19.9% |
| 1Y | +39.3% | +37.9% | +1.4% | +15.6% |
| 3Y | +128.9% | +62.9% | +66.0% | +68.1% |
| 5Y | +76.1% | +99.6% | -23.5% | +13.8% |
| All | +1,395.4% | +301.8% | +1,093.6% | +674.0% |
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