+67.7%
ASML vs MNST
+111.6%
-43.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.6% |
| 7D | -19.0% | +3.2% | -22.2% | -20.1% |
| 30D | -25.9% | +10.6% | -36.5% | -29.0% |
| 3M | -19.1% | +1.3% | -20.3% | -19.9% |
| 6M | -5.7% | +26.2% | -31.9% | -16.3% |
| YTD | +27.6% | +24.8% | +2.8% | +13.6% |
| 1Y | +30.8% | +40.9% | -10.2% | +9.9% |
| 3Y | +116.2% | +72.2% | +44.1% | +59.5% |
| 5Y | +67.7% | +108.8% | -41.1% | -5.5% |
| All | +67.7% | +111.6% | -43.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling