+553.1%
MA vs MNST
+301.8%
+251.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.5% |
| 7D | +2.3% | -3.4% | +5.7% | +3.9% |
| 30D | +14.7% | +6.6% | +8.0% | +11.3% |
| 3M | +13.5% | -2.9% | +16.4% | +14.8% |
| 6M | +33.1% | +18.4% | +14.7% | +21.9% |
| YTD | +15.1% | +19.3% | -4.2% | +4.3% |
| 1Y | +18.7% | +37.9% | -19.2% | -0.2% |
| 3Y | +72.1% | +62.9% | +9.2% | +29.7% |
| 5Y | +92.8% | +99.6% | -6.8% | +27.4% |
| All | +553.1% | +301.8% | +251.3% | +235.7% |
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 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