+79.7%
MNST vs AJG
+75.6%
+4.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -8.5% | +6.3% | +0.6% |
| 30D | -5.4% | -3.8% | -1.6% | -4.2% |
| 3M | -5.5% | +10.8% | -16.3% | -9.0% |
| 6M | +12.4% | +15.6% | -3.3% | +6.2% |
| YTD | +12.4% | -5.1% | +17.5% | +13.9% |
| 1Y | +37.2% | -16.0% | +53.2% | +45.8% |
| 3Y | +52.9% | +9.7% | +43.1% | +37.6% |
| 5Y | +79.7% | +77.8% | +1.9% | +17.7% |
| All | +79.7% | +75.6% | +4.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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