+88.2%
MNST vs AUR
-36.7%
+124.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -5.4% | -8.9% | +3.6% | -5.1% |
| 3M | -5.5% | +4.6% | -10.1% | -5.9% |
| 6M | +12.4% | +44.9% | -32.5% | +9.9% |
| YTD | +12.4% | +64.8% | -52.4% | +9.2% |
| 1Y | +37.2% | +16.4% | +20.8% | +35.0% |
| 3Y | +52.9% | +85.1% | -32.2% | +40.3% |
| 5Y | +79.7% | -36.1% | +115.8% | +63.0% |
| All | +88.2% | -36.7% | +124.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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