+206.3%
GS vs MNST
+75.5%
+130.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.2% | +3.2% |
| 7D | +0.3% | +6.8% | -6.5% | -0.5% |
| 30D | +3.9% | +12.0% | -8.2% | +2.5% |
| 3M | -11.4% | +3.5% | -15.0% | -11.8% |
| 6M | +3.7% | +29.7% | -26.0% | 0.0% |
| YTD | +7.1% | +27.2% | -20.0% | +3.5% |
| 1Y | +19.7% | +45.8% | -26.2% | +13.4% |
| All | +206.3% | +75.5% | +130.8% | +187.9% |
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 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