+98.0%
MNST vs BAH
+7.1%
+91.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -4.7% | -3.2% | -1.5% | -4.4% |
| 30D | +5.2% | +19.5% | -14.3% | +3.6% |
| 3M | -0.9% | +11.1% | -12.0% | -1.9% |
| 6M | +6.1% | +16.3% | -10.2% | +4.5% |
| YTD | +18.9% | +4.8% | +14.1% | +17.5% |
| 1Y | +29.3% | +4.9% | +24.4% | +27.6% |
| 3Y | +64.9% | -27.0% | +91.9% | +64.0% |
| 5Y | +98.0% | +5.7% | +92.3% | +81.2% |
| All | +98.0% | +7.1% | +91.0% | +81.2% |
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