+248.4%
MNST vs AIG
+63.9%
+184.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.6% | -1.4% | -2.1% | -3.2% |
| 30D | -6.3% | -3.3% | -3.0% | -5.4% |
| 3M | -5.0% | +2.2% | -7.1% | -5.6% |
| 6M | +13.1% | -2.1% | +15.3% | +13.6% |
| YTD | +11.8% | -11.2% | +22.9% | +14.8% |
| 1Y | +35.2% | -2.1% | +37.4% | +34.9% |
| 3Y | +52.0% | +34.4% | +17.6% | +37.9% |
| 5Y | +77.9% | +53.7% | +24.1% | +53.1% |
| 10Y | +248.4% | +64.4% | +184.0% | +167.9% |
| All | +248.4% | +63.9% | +184.5% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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