+95.6%
F vs MNST
+242.3%
-146.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +5.3% | -6.5% | +11.8% | +8.1% |
| 30D | +4.6% | -7.2% | +11.8% | +7.4% |
| 3M | -3.7% | -1.0% | -2.6% | -3.7% |
| 6M | +16.8% | +11.5% | +5.3% | +10.8% |
| YTD | +15.3% | +14.3% | +1.0% | +8.2% |
| 1Y | +31.0% | +38.1% | -7.1% | +13.2% |
| 3Y | +45.4% | +55.0% | -9.5% | +17.4% |
| 5Y | +54.7% | +79.6% | -25.0% | +14.9% |
| All | +95.6% | +242.3% | -146.7% | +21.3% |
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 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