+313.1%
MNST vs A
+328.7%
-15.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.2% |
| 7D | -5.0% | +4.8% | -9.7% | -6.5% |
| 30D | +4.6% | +5.6% | -1.1% | +2.5% |
| 3M | +1.0% | +23.6% | -22.6% | -6.6% |
| 6M | +5.8% | +56.4% | -50.6% | -11.0% |
| YTD | +19.1% | +33.4% | -14.3% | +5.5% |
| 1Y | +30.9% | +23.7% | +7.2% | +19.2% |
| 3Y | +65.7% | +71.0% | -5.3% | +25.4% |
| 5Y | +99.0% | +16.8% | +82.1% | +75.6% |
| 10Y | +313.1% | +323.8% | -10.7% | +119.7% |
| All | +313.1% | +328.7% | -15.7% | +119.7% |
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