+96.0%
MA vs MNST
+101.0%
-5.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.3% | -5.0% | +4.6% | +1.5% |
| 30D | +11.3% | +4.6% | +6.7% | +9.5% |
| 3M | +16.7% | +1.0% | +15.7% | +16.1% |
| 6M | +32.8% | +5.8% | +27.0% | +30.0% |
| YTD | +15.6% | +19.1% | -3.4% | +7.4% |
| 1Y | +19.6% | +30.9% | -11.3% | +6.6% |
| 3Y | +72.1% | +65.7% | +6.4% | +35.7% |
| 5Y | +96.0% | +99.0% | -2.9% | +33.0% |
| All | +96.0% | +101.0% | -5.0% | +33.0% |
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 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