+3,758.0%
MNST vs AG
+445.6%
+3,312.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -6.5% | +1.0% | -7.5% | -6.6% |
| 30D | -7.2% | +19.2% | -26.4% | -8.3% |
| 3M | -1.0% | +6.2% | -7.2% | -1.7% |
| 6M | +11.5% | -26.7% | +38.2% | +12.7% |
| YTD | +14.3% | +26.1% | -11.8% | +11.5% |
| 1Y | +38.1% | +131.7% | -93.5% | +29.3% |
| 3Y | +55.0% | +255.3% | -200.4% | +38.2% |
| 5Y | +79.6% | +61.9% | +17.7% | +65.3% |
| 10Y | +241.8% | +72.0% | +169.8% | +197.4% |
| All | +3,758.0% | +445.6% | +3,312.3% | +2,481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling