+662.6%
MNST vs ALLY
+124.8%
+537.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | +3.7% | -10.2% | -7.2% |
| 30D | -7.2% | -2.3% | -5.0% | -6.8% |
| 3M | -1.0% | +3.8% | -4.8% | -1.8% |
| 6M | +11.5% | +9.7% | +1.8% | +9.2% |
| YTD | +14.3% | -1.4% | +15.7% | +14.1% |
| 1Y | +38.1% | +8.2% | +29.9% | +34.9% |
| 3Y | +55.0% | +66.5% | -11.5% | +34.3% |
| 5Y | +79.6% | +1.2% | +78.4% | +69.0% |
| 10Y | +241.8% | +191.4% | +50.4% | +140.8% |
| All | +662.6% | +124.8% | +537.8% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling