+488.8%
GS vs MNST
+320.3%
+168.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.7% |
| 7D | -6.3% | +3.2% | -9.5% | -7.4% |
| 30D | -3.1% | +10.6% | -13.7% | -6.6% |
| 3M | -17.7% | +1.3% | -18.9% | -18.3% |
| 6M | -4.6% | +26.2% | -30.8% | -13.2% |
| YTD | +0.3% | +24.8% | -24.5% | -8.7% |
| 1Y | +11.7% | +40.9% | -29.2% | -3.2% |
| 3Y | +183.6% | +72.2% | +111.4% | +122.5% |
| 5Y | +141.0% | +108.8% | +32.2% | +70.5% |
| All | +488.8% | +320.3% | +168.5% | +253.4% |
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