+1,710.5%
GS vs MNST
+166,869.2%
-165,158.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.0% |
| 7D | -6.3% | +3.2% | -9.5% | -6.9% |
| 30D | -3.1% | +10.6% | -13.7% | -4.9% |
| 3M | -17.7% | +1.3% | -18.9% | -18.0% |
| 6M | -4.6% | +26.2% | -30.8% | -8.8% |
| YTD | +0.3% | +24.8% | -24.5% | -4.1% |
| 1Y | +11.7% | +40.9% | -29.2% | +4.5% |
| 3Y | +183.6% | +72.2% | +111.4% | +153.7% |
| 5Y | +141.0% | +108.8% | +32.2% | +107.5% |
| 10Y | +507.4% | +324.4% | +183.0% | +362.9% |
| All | +1,710.5% | +166,869.2% | -165,158.7% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling