+3,231.7%
CLS vs MNST
+184,304.3%
-181,072.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +4.6% | -6.5% | +11.1% | +5.6% |
| 30D | -13.9% | -7.2% | -6.7% | -13.1% |
| 3M | -26.6% | -1.0% | -25.6% | -26.6% |
| 6M | +15.4% | +11.5% | +3.9% | +13.1% |
| YTD | +5.7% | +14.3% | -8.6% | +3.2% |
| 1Y | +41.1% | +38.1% | +3.0% | +33.7% |
| 3Y | +1,228.6% | +55.0% | +1,173.6% | +1,124.7% |
| 5Y | +3,240.6% | +79.6% | +3,161.0% | +2,908.5% |
| 10Y | +2,760.3% | +241.8% | +2,518.6% | +2,253.5% |
| All | +3,231.7% | +184,304.3% | -181,072.6% | +1,131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling