+328.4%
MNST vs ALLY
+182.8%
+145.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +3.9% | +1.1% | +2.8% | +3.6% |
| 3M | -0.8% | -13.2% | +12.4% | +1.9% |
| 6M | +5.1% | -13.5% | +18.6% | +7.9% |
| YTD | +18.3% | -14.3% | +32.6% | +21.3% |
| 1Y | +29.5% | -1.1% | +30.6% | +28.9% |
| 3Y | +64.0% | +62.0% | +2.0% | +42.1% |
| 5Y | +97.2% | -9.6% | +106.8% | +90.1% |
| 10Y | +328.4% | +176.0% | +152.5% | +246.2% |
| All | +328.4% | +182.8% | +145.6% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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