+514.9%
GEV vs MNST
+55.7%
+459.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -1.7% |
| 7D | +3.7% | +1.6% | +2.1% | +3.9% |
| 30D | -14.7% | +5.1% | -19.7% | -14.3% |
| 3M | -23.4% | -0.5% | -23.0% | -23.2% |
| 6M | -24.3% | +8.1% | -32.5% | -24.2% |
| YTD | +23.2% | +21.2% | +2.0% | +23.2% |
| 1Y | +44.2% | +30.7% | +13.5% | +45.0% |
| All | +514.9% | +55.7% | +459.2% | +532.6% |
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