-22.1%
BA vs MNST
+100.5%
-122.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.1% |
| 7D | +1.1% | -3.4% | +4.5% | +2.3% |
| 30D | -7.9% | +6.6% | -14.5% | -9.9% |
| 3M | -25.3% | -2.9% | -22.4% | -24.7% |
| 6M | -24.6% | +18.4% | -43.0% | -29.5% |
| YTD | -20.1% | +19.3% | -39.4% | -25.7% |
| 1Y | -11.8% | +37.9% | -49.7% | -22.3% |
| 3Y | -10.1% | +62.9% | -73.0% | -27.3% |
| All | -22.1% | +100.5% | -122.6% | -47.2% |
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