+31.8%
BA vs MNST
+301.8%
-270.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.6% |
| 7D | +1.1% | -3.4% | +4.5% | +2.7% |
| 30D | -7.9% | +6.6% | -14.5% | -10.7% |
| 3M | -25.3% | -2.9% | -22.4% | -24.5% |
| 6M | -24.6% | +18.4% | -43.0% | -31.2% |
| YTD | -20.1% | +19.3% | -39.4% | -27.6% |
| 1Y | -11.8% | +37.9% | -49.7% | -25.7% |
| 3Y | -10.1% | +62.9% | -73.0% | -32.7% |
| 5Y | -22.7% | +99.6% | -122.3% | -49.6% |
| All | +31.8% | +301.8% | -270.0% | -33.0% |
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