+303.0%
MNST vs AG
+89.9%
+213.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.5% |
| 7D | -3.4% | +6.3% | -9.7% | -3.7% |
| 30D | +6.6% | -8.9% | +15.6% | +7.0% |
| 3M | -2.9% | -12.2% | +9.3% | -2.6% |
| 6M | +18.4% | -28.3% | +46.7% | +19.6% |
| YTD | +19.3% | -8.8% | +28.1% | +18.5% |
| 1Y | +37.9% | +39.4% | -1.5% | +34.0% |
| 3Y | +62.9% | +229.4% | -166.5% | +47.9% |
| 5Y | +99.6% | +14.5% | +85.0% | +88.6% |
| All | +303.0% | +89.9% | +213.1% | +260.1% |
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