+78.2%
MNST vs AFL
+134.0%
-55.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | -4.5% | -7.1% | +2.6% | -2.2% |
| 3M | -2.5% | +0.4% | -2.9% | -2.6% |
| 6M | +14.1% | +4.5% | +9.6% | +12.3% |
| YTD | +12.6% | +6.1% | +6.5% | +10.1% |
| 1Y | +36.9% | +10.6% | +26.4% | +31.8% |
| 3Y | +53.1% | +64.0% | -10.9% | +24.6% |
| 5Y | +78.2% | +133.7% | -55.5% | +19.5% |
| All | +78.2% | +134.0% | -55.8% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling