+44.4%
MNST vs AMRZ
-15.6%
+60.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.5% |
| 7D | -5.0% | -1.1% | -3.8% | -4.8% |
| 30D | +4.6% | +18.3% | -13.7% | +2.5% |
| 3M | +1.0% | -8.0% | +9.0% | +1.8% |
| 6M | +5.8% | -18.7% | +24.5% | +7.8% |
| YTD | +19.1% | -19.8% | +38.9% | +22.3% |
| 1Y | +30.9% | -12.3% | +43.2% | +34.1% |
| All | +44.4% | -15.6% | +60.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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