+41.4%
GS vs MNST
+37.8%
+3.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.9% | -6.5% | +7.4% | +1.3% |
| 30D | -1.6% | -7.2% | +5.6% | -1.1% |
| 3M | -4.5% | -1.0% | -3.5% | -4.3% |
| 6M | +20.9% | +11.5% | +9.4% | +18.7% |
| YTD | +19.9% | +14.3% | +5.6% | +19.7% |
| 1Y | +41.4% | +38.1% | +3.3% | +44.6% |
| All | +41.4% | +37.8% | +3.6% | +44.6% |
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 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