+77.9%
MNST vs AGG
-1.7%
+79.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.4% |
| 30D | -6.3% | -0.2% | -6.1% | -6.1% |
| 3M | -5.0% | -0.7% | -4.3% | -4.5% |
| 6M | +13.1% | -1.8% | +14.9% | +14.6% |
| YTD | +11.8% | -0.6% | +12.3% | +12.3% |
| 1Y | +35.2% | +0.4% | +34.9% | +35.1% |
| 3Y | +52.0% | +13.2% | +38.8% | +39.9% |
| 5Y | +77.9% | -2.0% | +79.8% | +79.7% |
| All | +77.9% | -1.7% | +79.6% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling