-11.4%
F vs MNST
+111.6%
-123.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | +1.4% | +3.2% | -1.8% | +0.2% |
| 30D | +2.0% | +10.6% | -8.6% | -1.8% |
| 3M | -10.4% | +1.3% | -11.6% | -11.0% |
| 6M | +9.7% | +26.2% | -16.5% | -0.8% |
| YTD | -1.2% | +24.8% | -26.0% | -10.3% |
| 1Y | 0.0% | +40.9% | -40.9% | -13.8% |
| 3Y | +41.1% | +72.2% | -31.1% | +8.9% |
| 5Y | -11.4% | +108.8% | -120.2% | -42.0% |
| All | -11.4% | +111.6% | -123.0% | -42.0% |
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