+333.2%
MNST vs AG
+72.5%
+260.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -6.9% | -4.0% | -2.8% | -6.7% |
| 30D | +3.7% | -13.1% | +16.8% | +4.3% |
| 3M | -0.3% | -22.0% | +21.8% | +0.6% |
| 6M | +5.1% | -37.3% | +42.3% | +6.8% |
| YTD | +18.4% | -11.2% | +29.6% | +17.8% |
| 1Y | +26.3% | +23.9% | +2.3% | +23.3% |
| 3Y | +64.3% | +225.1% | -160.9% | +49.0% |
| 5Y | +96.8% | +7.7% | +89.1% | +86.4% |
| 10Y | +333.2% | +86.9% | +246.3% | +287.1% |
| All | +333.2% | +72.5% | +260.7% | +287.1% |
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