+3,912.0%
MNST vs AG
+264.0%
+3,648.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.7% |
| 7D | -4.7% | -6.0% | +1.3% | -4.4% |
| 30D | +5.2% | -14.3% | +19.5% | +6.0% |
| 3M | -0.9% | -26.9% | +26.0% | +0.6% |
| 6M | +6.1% | -42.1% | +48.3% | +8.7% |
| YTD | +18.9% | -15.9% | +34.7% | +18.4% |
| 1Y | +29.3% | +11.5% | +17.8% | +26.5% |
| 3Y | +64.9% | +208.0% | -143.1% | +48.1% |
| 5Y | +98.0% | +2.4% | +95.6% | +86.8% |
| 10Y | +334.8% | +77.0% | +257.8% | +277.0% |
| All | +3,912.0% | +264.0% | +3,648.0% | +2,641.2% |
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