+521.8%
MA vs MNST
+242.3%
+279.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | -6.5% | +3.8% | +0.3% |
| 30D | +1.5% | -7.2% | +8.8% | +5.0% |
| 3M | +20.4% | -1.0% | +21.4% | +20.8% |
| 6M | +11.1% | +11.5% | -0.3% | +4.6% |
| YTD | +2.0% | +14.3% | -12.4% | -5.6% |
| 1Y | -2.2% | +38.1% | -40.3% | -18.0% |
| 3Y | +41.9% | +55.0% | -13.1% | +9.4% |
| 5Y | +75.4% | +79.6% | -4.3% | +22.6% |
| All | +521.8% | +242.3% | +279.6% | +239.1% |
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