+354.7%
MNST vs ACWI
+224.5%
+130.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.2% |
| 7D | +1.6% | +2.4% | -0.8% | -0.3% |
| 30D | +5.1% | -1.7% | +6.7% | +6.3% |
| 3M | -0.5% | -3.9% | +3.5% | +2.3% |
| 6M | +8.1% | +0.8% | +7.3% | +6.6% |
| YTD | +21.2% | +11.0% | +10.2% | +10.3% |
| 1Y | +30.7% | +13.1% | +17.6% | +17.2% |
| 3Y | +67.3% | +73.9% | -6.6% | +1.2% |
| 5Y | +101.9% | +59.0% | +42.8% | +32.2% |
| All | +354.7% | +224.5% | +130.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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