+1,628.1%
CLS vs MNST
+301.8%
+1,326.3%
-80.6%
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% | +1.8% |
| 7D | -22.2% | -3.4% | -18.7% | -21.5% |
| 30D | -44.4% | +6.6% | -51.0% | -45.8% |
| 3M | -34.3% | -2.9% | -31.4% | -34.3% |
| 6M | -50.1% | +18.4% | -68.5% | -53.8% |
| YTD | -30.1% | +19.3% | -49.3% | -35.4% |
| 1Y | -39.3% | +37.9% | -77.2% | -47.0% |
| 3Y | +732.7% | +62.9% | +669.8% | +563.9% |
| 5Y | +1,777.2% | +99.6% | +1,677.6% | +1,238.2% |
| All | +1,628.1% | +301.8% | +1,326.3% | +945.2% |
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 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