-8.5%
DASH vs MNST
+35.8%
-44.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.2% |
| 7D | +0.4% | -3.4% | +3.8% | +1.6% |
| 30D | -6.0% | +6.6% | -12.7% | -6.9% |
| 3M | -15.8% | -2.9% | -12.9% | -15.3% |
| 6M | +7.0% | +18.4% | -11.5% | +7.7% |
| YTD | -20.7% | +19.3% | -39.9% | -21.7% |
| 1Y | -8.5% | +37.9% | -46.4% | -15.3% |
| All | -8.5% | +35.8% | -44.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling