+313.1%
MNST vs BAH
+218.8%
+94.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -5.0% | -1.5% | -3.5% | -4.7% |
| 30D | +4.6% | +17.3% | -12.7% | +1.4% |
| 3M | +1.0% | +14.9% | -13.9% | -1.8% |
| 6M | +5.8% | +14.2% | -8.5% | +2.4% |
| YTD | +19.1% | +5.1% | +13.9% | +15.9% |
| 1Y | +30.9% | +2.1% | +28.8% | +28.0% |
| 3Y | +65.7% | -26.0% | +91.7% | +67.1% |
| 5Y | +99.0% | +9.0% | +90.0% | +73.1% |
| 10Y | +313.1% | +208.8% | +104.3% | +158.8% |
| All | +313.1% | +218.8% | +94.3% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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