-83.9%
FIG vs MNST
+49.7%
-133.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -11.4% | -3.9% | -7.5% | -11.4% |
| 30D | -17.2% | +3.9% | -21.1% | -16.6% |
| 3M | -26.6% | -0.8% | -25.8% | -26.8% |
| 6M | -9.8% | +5.1% | -14.9% | -8.0% |
| YTD | -50.1% | +18.3% | -68.4% | -46.0% |
| 1Y | -58.1% | +29.5% | -87.5% | -51.8% |
| All | -83.9% | +49.7% | -133.5% | -79.4% |
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