+7.4%
DASH vs MNST
+80.0%
-72.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -10.6% | -6.5% | -4.1% | -6.9% |
| 30D | +2.2% | -7.2% | +9.4% | +6.6% |
| 3M | +32.3% | -1.0% | +33.3% | +32.6% |
| 6M | +19.1% | +11.5% | +7.6% | +9.9% |
| YTD | -6.5% | +14.3% | -20.8% | -15.8% |
| 1Y | -14.9% | +38.1% | -53.0% | -33.4% |
| 3Y | +151.9% | +55.0% | +97.0% | +75.7% |
| All | +7.4% | +80.0% | -72.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling