+79.8%
F vs MNST
+301.8%
-222.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.0% |
| 7D | +1.6% | -3.4% | +5.0% | +2.9% |
| 30D | +2.6% | +6.6% | -4.0% | 0.0% |
| 3M | -8.8% | -2.9% | -5.9% | -8.1% |
| 6M | +4.6% | +18.4% | -13.8% | -3.2% |
| YTD | -1.9% | +19.3% | -21.2% | -9.6% |
| 1Y | -0.8% | +37.9% | -38.7% | -13.8% |
| 3Y | +43.5% | +62.9% | -19.4% | +13.7% |
| 5Y | -12.1% | +99.6% | -111.6% | -37.4% |
| All | +79.8% | +301.8% | -222.0% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling