+328.4%
MNST vs AA
+45.1%
+283.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | -3.9% | +1.2% | -5.1% | -4.0% |
| 30D | +3.9% | -5.0% | +8.9% | +4.3% |
| 3M | -0.8% | -22.2% | +21.4% | +1.1% |
| 6M | +5.1% | -36.3% | +41.4% | +8.5% |
| YTD | +18.3% | -24.2% | +42.5% | +19.4% |
| 1Y | +29.5% | +3.9% | +25.6% | +26.5% |
| 3Y | +64.0% | +67.6% | -3.5% | +47.6% |
| 5Y | +97.2% | -8.8% | +106.0% | +82.7% |
| 10Y | +328.4% | +45.0% | +283.5% | +204.8% |
| All | +328.4% | +45.1% | +283.4% | +204.8% |
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