+811.7%
CLS vs MNST
+63.0%
+748.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +7.8% |
| 7D | -10.6% | -5.0% | -5.6% | -11.2% |
| 30D | -38.4% | +4.6% | -43.0% | -38.0% |
| 3M | -29.9% | +1.0% | -30.9% | -29.5% |
| 6M | -40.6% | +5.8% | -46.4% | -40.2% |
| YTD | -24.6% | +19.1% | -43.6% | -23.4% |
| 1Y | -30.8% | +30.9% | -61.7% | -28.5% |
| 3Y | +811.7% | +65.7% | +746.0% | +903.9% |
| All | +811.7% | +63.0% | +748.7% | +903.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling