+332.6%
MNST vs A
+311.0%
+21.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -3.9% | +1.4% | -5.3% | -4.4% |
| 30D | +3.9% | +4.3% | -0.4% | +2.2% |
| 3M | -0.8% | +19.8% | -20.6% | -7.4% |
| 6M | +5.1% | +54.4% | -49.3% | -11.2% |
| YTD | +18.3% | +31.7% | -13.4% | +5.2% |
| 1Y | +29.5% | +22.4% | +7.0% | +18.2% |
| 3Y | +64.0% | +67.7% | -3.7% | +24.9% |
| 5Y | +97.2% | +15.7% | +81.4% | +74.3% |
| All | +332.6% | +311.0% | +21.7% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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