+186.8%
GS vs MNST
+72.2%
+114.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.1% |
| 7D | -6.3% | +3.2% | -9.5% | -6.7% |
| 30D | -3.1% | +10.6% | -13.7% | -4.3% |
| 3M | -17.7% | +1.3% | -18.9% | -17.8% |
| 6M | -4.6% | +26.2% | -30.8% | -7.6% |
| YTD | +0.3% | +24.8% | -24.5% | -2.9% |
| 1Y | +11.7% | +40.9% | -29.2% | +6.4% |
| All | +186.8% | +72.2% | +114.6% | +170.2% |
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