+333.2%
MNST vs AFL
+340.0%
-6.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -6.9% | +1.4% | -8.3% | -7.3% |
| 30D | +3.7% | +9.7% | -5.9% | +0.7% |
| 3M | -0.3% | +5.5% | -5.8% | -2.0% |
| 6M | +5.1% | +11.2% | -6.1% | +1.4% |
| YTD | +18.4% | +17.1% | +1.4% | +12.2% |
| 1Y | +26.3% | +14.0% | +12.2% | +20.5% |
| 3Y | +64.3% | +66.3% | -2.0% | +36.5% |
| 5Y | +96.8% | +152.7% | -55.9% | +40.5% |
| 10Y | +333.2% | +341.3% | -8.1% | +178.4% |
| All | +333.2% | +340.0% | -6.8% | +178.4% |
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