+52.9%
MNST vs BIYA
-99.8%
+152.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -6.5% | +1.3% | -7.8% | -6.5% |
| 30D | -7.2% | -21.0% | +13.8% | -7.3% |
| 3M | -1.0% | -74.3% | +73.3% | -1.0% |
| 6M | +11.5% | -84.6% | +96.1% | +11.9% |
| YTD | +14.3% | -94.2% | +108.5% | +14.0% |
| 1Y | +38.1% | -98.2% | +136.4% | +37.1% |
| All | +52.9% | -99.8% | +152.7% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling