+568.4%
MA vs MNST
+305.0%
+263.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.8% |
| 7D | +1.8% | -3.9% | +5.7% | +3.7% |
| 30D | +11.8% | +3.9% | +7.9% | +9.8% |
| 3M | +17.2% | -0.8% | +18.0% | +17.4% |
| 6M | +33.4% | +5.1% | +28.3% | +30.0% |
| YTD | +16.1% | +18.3% | -2.1% | +5.6% |
| 1Y | +19.9% | +29.5% | -9.6% | +4.1% |
| 3Y | +70.1% | +64.0% | +6.0% | +27.5% |
| 5Y | +89.6% | +97.2% | -7.5% | +26.0% |
| 10Y | +568.4% | +328.4% | +240.0% | +236.0% |
| All | +568.4% | +305.0% | +263.4% | +236.0% |
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