+354.7%
MNST vs BAH
+198.8%
+155.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +5.1% | +20.8% | -15.7% | +1.3% |
| 3M | -0.5% | +11.6% | -12.0% | -2.7% |
| 6M | +8.1% | +23.1% | -15.0% | +3.1% |
| YTD | +21.2% | +5.3% | +15.9% | +17.9% |
| 1Y | +30.7% | +6.1% | +24.6% | +26.6% |
| 3Y | +67.3% | -27.5% | +94.8% | +69.8% |
| 5Y | +101.9% | +6.2% | +95.7% | +77.1% |
| All | +354.7% | +198.8% | +155.9% | +190.7% |
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