+346.0%
MNST vs AEHR
+1,901.3%
-1,555.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.5% |
| 7D | -4.7% | +24.2% | -28.9% | -5.3% |
| 30D | +5.2% | -21.2% | +26.5% | +5.6% |
| 3M | -0.9% | -52.8% | +51.9% | +0.5% |
| 6M | +6.1% | -36.9% | +43.0% | +5.8% |
| YTD | +18.9% | +202.3% | -183.5% | +12.2% |
| 1Y | +29.3% | +162.9% | -133.6% | +22.4% |
| 3Y | +64.9% | +149.1% | -84.3% | +51.8% |
| 5Y | +98.0% | +146.2% | -48.2% | +75.4% |
| All | +346.0% | +1,901.3% | -1,555.3% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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