+72.9%
MA vs MNST
+72.2%
+0.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | +3.2% | +3.2% | 0.0% | +2.6% |
| 30D | +15.9% | +10.6% | +5.4% | +13.9% |
| 3M | +15.2% | +1.3% | +13.9% | +14.8% |
| 6M | +32.4% | +26.2% | +6.2% | +27.8% |
| YTD | +15.6% | +24.8% | -9.1% | +11.4% |
| 1Y | +19.3% | +40.9% | -21.6% | +11.7% |
| All | +72.9% | +72.2% | +0.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling