+57.7%
GEV vs MNST
+37.8%
+19.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +3.3% | -6.5% | +9.8% | +2.9% |
| 30D | -7.5% | -7.2% | -0.2% | -7.7% |
| 3M | -2.2% | -1.0% | -1.2% | -3.1% |
| 6M | +12.1% | +11.5% | +0.6% | +8.4% |
| YTD | +44.4% | +14.3% | +30.1% | +40.6% |
| 1Y | +57.7% | +38.1% | +19.5% | +56.9% |
| All | +57.7% | +37.8% | +19.8% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling