-9.4%
DASH vs MNST
+111.6%
-121.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.9% | -7.5% | -8.2% |
| 7D | +0.5% | +3.2% | -2.7% | -1.1% |
| 30D | -7.1% | +10.6% | -17.7% | -12.4% |
| 3M | -13.2% | +1.3% | -14.5% | -13.8% |
| 6M | +8.3% | +26.2% | -17.9% | -7.1% |
| YTD | -20.6% | +24.8% | -45.3% | -32.1% |
| 1Y | -24.4% | +40.9% | -65.3% | -40.7% |
| 3Y | +94.5% | +72.2% | +22.4% | +25.9% |
| 5Y | -9.4% | +108.8% | -118.2% | -57.3% |
| All | -9.4% | +111.6% | -121.0% | -57.3% |
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 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