+354.7%
MNST vs AFL
+339.8%
+14.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.6% | +2.9% | -1.2% | +0.7% |
| 30D | +5.1% | +8.0% | -2.9% | +2.5% |
| 3M | -0.5% | +5.9% | -6.4% | -2.3% |
| 6M | +8.1% | +11.6% | -3.5% | +4.2% |
| YTD | +21.2% | +17.5% | +3.7% | +14.6% |
| 1Y | +30.7% | +13.3% | +17.5% | +25.1% |
| 3Y | +67.3% | +67.0% | +0.3% | +38.8% |
| 5Y | +101.9% | +150.6% | -48.8% | +44.5% |
| All | +354.7% | +339.8% | +14.9% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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