+303.0%
MNST vs AMBA
-0.9%
+303.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -4.9% |
| 7D | -3.4% | -7.2% | +3.8% | -2.9% |
| 30D | +6.6% | -10.4% | +17.0% | +7.4% |
| 3M | -2.9% | -30.1% | +27.2% | -0.2% |
| 6M | +18.4% | -22.4% | +40.9% | +18.7% |
| YTD | +19.3% | -17.3% | +36.6% | +18.0% |
| 1Y | +37.9% | -35.4% | +73.3% | +39.4% |
| 3Y | +62.9% | +18.6% | +44.3% | +46.5% |
| 5Y | +99.6% | -69.8% | +169.4% | +103.0% |
| All | +303.0% | -0.9% | +303.9% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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