+31.1%
BA vs MNST
+320.3%
-289.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.7% |
| 7D | -0.1% | +3.2% | -3.3% | -1.6% |
| 30D | -9.1% | +10.6% | -19.7% | -13.3% |
| 3M | -28.2% | +1.3% | -29.5% | -28.8% |
| 6M | -23.1% | +26.2% | -49.3% | -31.9% |
| YTD | -20.6% | +24.8% | -45.3% | -29.4% |
| 1Y | -12.7% | +40.9% | -53.7% | -27.2% |
| 3Y | -11.6% | +72.2% | -83.7% | -35.5% |
| 5Y | -23.1% | +108.8% | -131.9% | -50.9% |
| All | +31.1% | +320.3% | -289.2% | -34.7% |
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