+55.6%
MAS vs MNDY
-49.2%
+104.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.8% |
| 7D | +2.4% | -8.0% | +10.4% | +3.3% |
| 30D | +19.8% | +5.3% | +14.5% | +19.1% |
| 3M | +9.8% | +0.4% | +9.4% | +9.2% |
| 6M | +15.8% | +18.9% | -3.1% | +12.2% |
| YTD | +31.8% | -40.4% | +72.2% | +37.3% |
| 1Y | +35.4% | -51.4% | +86.8% | +44.2% |
| 3Y | +59.2% | -32.3% | +91.5% | +57.4% |
| 5Y | +41.2% | -74.9% | +116.2% | +37.2% |
| All | +55.6% | -49.2% | +104.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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