+3.7%
GS vs MNST
+28.1%
-24.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.2% | +3.4% |
| 7D | +0.3% | +6.8% | -6.5% | 0.0% |
| 30D | +3.9% | +12.0% | -8.2% | +3.3% |
| 3M | -11.4% | +3.5% | -15.0% | -11.5% |
| 6M | +3.7% | +29.7% | -26.0% | +2.7% |
| All | +3.7% | +28.1% | -24.4% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling