+99.0%
MNST vs AEHR
+154.4%
-55.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.6% | -11.8% | -0.5% |
| 7D | -5.0% | +16.2% | -21.2% | -5.5% |
| 30D | +4.6% | -29.3% | +33.9% | +5.3% |
| 3M | +1.0% | -42.0% | +43.0% | +2.0% |
| 6M | +5.8% | -38.5% | +44.3% | +5.4% |
| YTD | +19.1% | +196.2% | -177.2% | +10.7% |
| 1Y | +30.9% | +144.3% | -113.4% | +22.4% |
| 3Y | +65.7% | +158.0% | -92.3% | +48.5% |
| 5Y | +99.0% | +144.4% | -45.5% | +67.0% |
| All | +99.0% | +154.4% | -55.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling