+97.2%
MNST vs AFL
+151.4%
-54.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -3.9% | +2.1% | -6.0% | -4.5% |
| 30D | +3.9% | +10.6% | -6.7% | +0.5% |
| 3M | -0.8% | +4.4% | -5.2% | -2.3% |
| 6M | +5.1% | +13.1% | -8.0% | +0.8% |
| YTD | +18.3% | +16.6% | +1.6% | +12.1% |
| 1Y | +29.5% | +13.8% | +15.7% | +23.7% |
| 3Y | +64.0% | +65.7% | -1.6% | +34.7% |
| 5Y | +97.2% | +153.1% | -56.0% | +27.2% |
| All | +97.2% | +151.4% | -54.2% | +27.2% |
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