-5.2%
DASH vs MNST
+106.9%
-112.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +2.5% |
| 7D | +0.4% | -3.4% | +3.8% | +2.7% |
| 30D | -6.0% | +6.6% | -12.7% | -9.4% |
| 3M | -15.8% | -2.9% | -12.9% | -14.3% |
| 6M | +7.0% | +18.4% | -11.5% | -4.3% |
| YTD | -20.7% | +19.3% | -39.9% | -30.1% |
| 1Y | -8.5% | +37.9% | -46.4% | -27.1% |
| 3Y | +101.8% | +62.9% | +38.9% | +37.9% |
| 5Y | -9.6% | +99.6% | -109.2% | -52.3% |
| All | -5.2% | +106.9% | -112.1% | -56.6% |
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