+245.6%
MNST vs AA
+113.3%
+132.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | +5.0% | -12.2% | -7.8% |
| 3M | -1.0% | -35.8% | +34.8% | +2.5% |
| 6M | +11.5% | -18.4% | +29.9% | +12.4% |
| YTD | +14.3% | -5.5% | +19.8% | +13.4% |
| 1Y | +38.1% | +61.0% | -22.8% | +29.5% |
| 3Y | +55.0% | +66.2% | -11.2% | +40.5% |
| 5Y | +79.6% | +11.4% | +68.2% | +63.5% |
| All | +245.6% | +113.3% | +132.3% | +149.8% |
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