+59.6%
MNST vs BIYA
-99.9%
+159.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -3.4% | -10.5% | +7.1% | -3.5% |
| 30D | +6.6% | -51.7% | +58.4% | +6.4% |
| 3M | -2.9% | -60.8% | +57.9% | -3.1% |
| 6M | +18.4% | -90.6% | +109.0% | +18.2% |
| YTD | +19.3% | -97.1% | +116.4% | +18.8% |
| 1Y | +37.9% | -99.1% | +137.0% | +36.0% |
| All | +59.6% | -99.9% | +159.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling