+84.2%
MNST vs ATI
+1,074.8%
-990.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.9% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -7.2% | +2.7% | -9.9% | -7.6% |
| 3M | -1.0% | +16.3% | -17.3% | -2.8% |
| 6M | +11.5% | +30.2% | -18.7% | +7.9% |
| YTD | +14.3% | +83.6% | -69.2% | +6.8% |
| 1Y | +38.1% | +173.0% | -134.9% | +23.3% |
| 3Y | +55.0% | +356.6% | -301.7% | +25.9% |
| All | +84.2% | +1,074.8% | -990.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling