+92.3%
MA vs MNST
+100.5%
-8.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.1% |
| 7D | +2.3% | -3.4% | +5.7% | +3.6% |
| 30D | +14.7% | +6.6% | +8.0% | +12.1% |
| 3M | +13.5% | -2.9% | +16.4% | +14.6% |
| 6M | +33.1% | +18.4% | +14.7% | +24.8% |
| YTD | +15.1% | +19.3% | -4.2% | +6.8% |
| 1Y | +18.7% | +37.9% | -19.2% | +3.5% |
| 3Y | +72.1% | +62.9% | +9.2% | +37.2% |
| All | +92.3% | +100.5% | -8.2% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling