+643.2%
GEV vs MNST
+44.6%
+598.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.0% |
| 7D | +8.1% | -4.1% | +12.2% | +7.8% |
| 30D | -1.9% | -4.5% | +2.6% | -2.2% |
| 3M | +4.1% | -2.5% | +6.5% | +3.6% |
| 6M | +23.2% | +14.1% | +9.1% | +22.2% |
| YTD | +48.9% | +12.6% | +36.3% | +47.9% |
| 1Y | +62.2% | +36.9% | +25.2% | +63.1% |
| All | +643.2% | +44.6% | +598.6% | +659.5% |
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 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