+346.0%
MNST vs BNS
+188.0%
+158.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -4.7% | +1.0% | -5.7% | -5.1% |
| 30D | +5.2% | +2.7% | +2.5% | +4.0% |
| 3M | -0.9% | +3.5% | -4.4% | -2.6% |
| 6M | +6.1% | +22.1% | -15.9% | -2.7% |
| YTD | +18.9% | +29.5% | -10.6% | +6.1% |
| 1Y | +29.3% | +40.7% | -11.4% | +11.5% |
| 3Y | +64.9% | +148.6% | -83.7% | +10.3% |
| 5Y | +98.0% | +79.6% | +18.4% | +51.3% |
| All | +346.0% | +188.0% | +158.0% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling