+97.2%
MNST vs AGI
+279.9%
-182.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | -0.2% |
| 7D | -3.9% | +13.9% | -17.8% | -4.9% |
| 30D | +3.9% | -6.2% | +10.1% | +4.2% |
| 3M | -0.8% | -6.9% | +6.1% | -0.5% |
| 6M | +5.1% | -28.7% | +33.8% | +7.6% |
| YTD | +18.3% | -19.8% | +38.1% | +19.1% |
| 1Y | +29.5% | -4.8% | +34.3% | +28.1% |
| 3Y | +64.0% | +144.3% | -80.3% | +41.6% |
| 5Y | +97.2% | +277.2% | -180.1% | +64.0% |
| All | +97.2% | +279.9% | -182.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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