+3.7%
F vs MNST
+45.8%
-42.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.0% |
| 7D | +6.0% | +6.8% | -0.7% | +4.3% |
| 30D | +4.3% | +12.0% | -7.8% | +1.3% |
| 3M | -10.1% | +3.5% | -13.6% | -11.1% |
| 6M | +12.8% | +29.7% | -16.9% | +3.6% |
| YTD | -0.1% | +27.2% | -27.3% | -5.6% |
| 1Y | +3.7% | +45.8% | -42.1% | -5.6% |
| All | +3.7% | +45.8% | -42.1% | -5.6% |
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 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