+11.5%
MNST vs AIG
-2.2%
+13.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | -7.2% | -4.9% | -2.3% | -6.0% |
| 3M | -1.0% | +4.5% | -5.5% | -2.6% |
| 6M | +11.5% | -1.4% | +12.9% | +12.0% |
| All | +11.5% | -2.2% | +13.7% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling