+354.7%
MNST vs ATI
+961.4%
-606.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.4% |
| 7D | +1.6% | +4.2% | -2.5% | +1.1% |
| 30D | +5.1% | -2.5% | +7.6% | +5.1% |
| 3M | -0.5% | -19.4% | +19.0% | +1.7% |
| 6M | +8.1% | +11.1% | -2.9% | +5.8% |
| YTD | +21.2% | +59.5% | -38.3% | +12.8% |
| 1Y | +30.7% | +85.8% | -55.0% | +19.3% |
| 3Y | +67.3% | +311.9% | -244.6% | +33.4% |
| 5Y | +101.9% | +963.2% | -861.4% | +37.9% |
| All | +354.7% | +961.4% | -606.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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