+354.7%
MNST vs ALLY
+174.3%
+180.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +5.1% | +5.2% | -0.2% | +4.0% |
| 3M | -0.5% | -13.3% | +12.8% | +2.3% |
| 6M | +8.1% | -6.7% | +14.8% | +9.4% |
| YTD | +21.2% | -12.8% | +34.0% | +23.9% |
| 1Y | +30.7% | +0.7% | +30.0% | +29.6% |
| 3Y | +67.3% | +65.2% | +2.1% | +44.2% |
| 5Y | +101.9% | -10.1% | +112.0% | +95.0% |
| All | +354.7% | +174.3% | +180.4% | +245.4% |
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