-83.6%
FIG vs MNST
+49.9%
-133.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -14.3% | -6.9% | -7.4% | -14.4% |
| 30D | -13.6% | +3.7% | -17.4% | -13.0% |
| 3M | -23.7% | -0.3% | -23.4% | -23.9% |
| 6M | -5.4% | +5.1% | -10.5% | -3.5% |
| YTD | -49.2% | +18.4% | -67.7% | -45.0% |
| 1Y | -57.4% | +26.3% | -83.6% | -51.8% |
| All | -83.6% | +49.9% | -133.4% | -79.0% |
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 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