+609.0%
COST vs MNST
+241.5%
+367.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.8% | -3.6% | +0.8% | -1.7% |
| 30D | -5.3% | -6.3% | +1.0% | -3.4% |
| 3M | -6.7% | -5.0% | -1.7% | -5.4% |
| 6M | -9.9% | +13.1% | -23.1% | -14.0% |
| YTD | +5.1% | +11.8% | -6.6% | +0.6% |
| 1Y | -7.3% | +35.2% | -42.5% | -17.0% |
| 3Y | +70.4% | +52.0% | +18.4% | +44.7% |
| 5Y | +104.4% | +77.9% | +26.6% | +62.5% |
| 10Y | +609.0% | +248.4% | +360.6% | +389.1% |
| All | +609.0% | +241.5% | +367.5% | +389.1% |
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 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