+4.8%
DASH vs MNST
+120.6%
-115.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +6.3% |
| 7D | +17.2% | +6.8% | +10.4% | +12.9% |
| 30D | +3.6% | +12.0% | -8.5% | -3.1% |
| 3M | -1.9% | +3.5% | -5.4% | -3.9% |
| 6M | +15.1% | +29.7% | -14.6% | -2.6% |
| YTD | -12.3% | +27.2% | -39.5% | -25.7% |
| 1Y | -17.2% | +45.8% | -63.0% | -36.0% |
| 3Y | +114.7% | +75.5% | +39.2% | +39.7% |
| 5Y | -4.3% | +122.1% | -126.4% | -52.5% |
| All | +4.8% | +120.6% | -115.8% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling