+64.0%
MNST vs AMIX
-100.0%
+163.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.8% | +0.4% |
| 7D | -4.7% | -10.9% | +6.1% | -4.7% |
| 30D | +5.2% | -55.0% | +60.2% | +5.1% |
| 3M | -0.9% | -82.0% | +81.1% | -1.1% |
| 6M | +6.1% | -80.4% | +86.6% | +6.1% |
| YTD | +18.9% | -88.3% | +107.1% | +18.3% |
| 1Y | +29.3% | -92.4% | +121.7% | +28.4% |
| All | +64.0% | -100.0% | +163.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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