-83.7%
FIG vs MNST
+50.9%
-134.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +1.9% |
| 7D | -13.1% | -3.4% | -9.7% | -13.1% |
| 30D | -13.0% | +6.6% | -19.6% | -12.2% |
| 3M | -21.5% | -2.9% | -18.6% | -22.3% |
| 6M | -2.5% | +18.4% | -20.9% | +4.2% |
| YTD | -49.7% | +19.3% | -68.9% | -45.4% |
| 1Y | -59.1% | +37.9% | -97.0% | -51.1% |
| All | -83.7% | +50.9% | -134.6% | -79.2% |
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