+2,085.4%
MNST vs BAH
+1,056.2%
+1,029.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -3.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.7% |
| 30D | +6.6% | +24.3% | -17.6% | +2.0% |
| 3M | -2.9% | +16.3% | -19.2% | -6.0% |
| 6M | +18.4% | +13.6% | +4.9% | +14.5% |
| YTD | +19.3% | +3.5% | +15.8% | +16.3% |
| 1Y | +37.9% | +2.7% | +35.2% | +34.4% |
| 3Y | +62.9% | -26.6% | +89.5% | +65.3% |
| 5Y | +99.6% | +8.5% | +91.1% | +79.1% |
| 10Y | +305.7% | +225.1% | +80.6% | +173.6% |
| All | +2,085.4% | +1,056.2% | +1,029.2% | +949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling