+328.4%
MNST vs AEHR
+1,846.7%
-1,518.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.9% | -8.5% | +4.6% | -3.8% |
| 30D | +3.9% | -29.6% | +33.5% | +4.6% |
| 3M | -0.8% | -43.9% | +43.1% | +0.1% |
| 6M | +5.1% | -38.7% | +43.8% | +4.9% |
| YTD | +18.3% | +195.0% | -176.8% | +11.7% |
| 1Y | +29.5% | +142.3% | -112.8% | +22.8% |
| 3Y | +64.0% | +143.1% | -79.1% | +51.1% |
| 5Y | +97.2% | +162.7% | -65.5% | +74.4% |
| 10Y | +328.4% | +1,940.1% | -1,611.6% | +237.3% |
| All | +328.4% | +1,846.7% | -1,518.3% | +237.3% |
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