-83.2%
FIG vs MNST
+53.4%
-136.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.8% |
| 7D | +3.4% | +1.6% | +1.8% | +3.4% |
| 30D | -9.5% | +5.1% | -14.5% | -8.9% |
| 3M | -26.2% | -0.5% | -25.7% | -26.7% |
| 6M | +2.7% | +8.1% | -5.4% | +5.0% |
| YTD | -48.0% | +21.2% | -69.1% | -43.5% |
| 1Y | -52.0% | +30.7% | -82.8% | -45.4% |
| All | -83.2% | +53.4% | -136.5% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling