+37.2%
MNST vs AFL
+10.4%
+26.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | -3.3% | +1.0% | -1.7% |
| 30D | -5.4% | -5.0% | -0.4% | -4.5% |
| 3M | -5.5% | -1.8% | -3.8% | -4.9% |
| 6M | +12.4% | +4.8% | +7.5% | +12.4% |
| YTD | +12.4% | +5.4% | +7.0% | +13.3% |
| 1Y | +37.2% | +9.0% | +28.2% | +36.7% |
| All | +37.2% | +10.4% | +26.8% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling