+333.2%
MNST vs AA
+48.4%
+284.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.1% |
| 7D | -6.9% | +1.1% | -8.0% | -7.0% |
| 30D | +3.7% | -1.3% | +5.0% | +3.8% |
| 3M | -0.3% | -23.9% | +23.6% | +1.9% |
| 6M | +5.1% | -36.8% | +41.9% | +8.6% |
| YTD | +18.4% | -22.2% | +40.6% | +19.2% |
| 1Y | +26.3% | +10.4% | +15.9% | +22.7% |
| 3Y | +64.3% | +72.0% | -7.8% | +47.5% |
| 5Y | +96.8% | -15.6% | +112.4% | +84.3% |
| 10Y | +333.2% | +47.8% | +285.4% | +208.4% |
| All | +333.2% | +48.4% | +284.8% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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