+313.1%
MNST vs AG
+77.4%
+235.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.4% |
| 7D | -5.0% | +10.8% | -15.8% | -5.4% |
| 30D | +4.6% | -8.2% | +12.7% | +4.9% |
| 3M | +1.0% | -13.7% | +14.7% | +1.5% |
| 6M | +5.8% | -27.3% | +33.1% | +6.8% |
| YTD | +19.1% | -4.6% | +23.6% | +18.0% |
| 1Y | +30.9% | +39.4% | -8.5% | +27.1% |
| 3Y | +65.7% | +244.1% | -178.4% | +49.6% |
| 5Y | +99.0% | +16.8% | +82.2% | +87.6% |
| 10Y | +313.1% | +71.7% | +241.4% | +273.7% |
| All | +313.1% | +77.4% | +235.7% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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