+47.0%
MNST vs AMRZ
-19.2%
+66.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | +5.1% | +13.0% | -7.9% | +3.6% |
| 3M | -0.5% | -12.1% | +11.6% | +1.0% |
| 6M | +8.1% | -19.1% | +27.3% | +10.5% |
| YTD | +21.2% | -23.3% | +44.5% | +25.2% |
| 1Y | +30.7% | -16.6% | +47.3% | +34.8% |
| All | +47.0% | -19.2% | +66.2% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling