+500.7%
ISRG vs MNST
+301.8%
+198.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -1.3% |
| 7D | +4.8% | -3.4% | +8.2% | +6.7% |
| 30D | +9.2% | +6.6% | +2.6% | +6.0% |
| 3M | +21.2% | -2.9% | +24.1% | +22.4% |
| 6M | +0.2% | +18.4% | -18.2% | -8.6% |
| YTD | -20.1% | +19.3% | -39.3% | -27.7% |
| 1Y | -17.3% | +37.9% | -55.2% | -30.6% |
| 3Y | +63.3% | +62.9% | +0.4% | +22.7% |
| 5Y | +24.1% | +99.6% | -75.5% | -17.7% |
| All | +500.7% | +301.8% | +198.9% | +212.0% |
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