+84.2%
MNST vs BAH
-3.4%
+87.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -6.5% | -3.2% | -3.2% | -6.2% |
| 30D | -7.2% | +2.0% | -9.2% | -7.4% |
| 3M | -1.0% | -7.6% | +6.6% | -0.5% |
| 6M | +11.5% | -5.7% | +17.2% | +11.6% |
| YTD | +14.3% | -11.7% | +26.0% | +14.7% |
| 1Y | +38.1% | -27.4% | +65.5% | +41.5% |
| 3Y | +55.0% | -32.5% | +87.5% | +53.0% |
| All | +84.2% | -3.4% | +87.6% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling