+346.0%
MNST vs BR
+275.8%
+70.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -4.7% | -1.3% | -3.5% | -4.2% |
| 30D | +5.2% | +13.7% | -8.5% | +0.1% |
| 3M | -0.9% | +13.8% | -14.7% | -5.9% |
| 6M | +6.1% | +29.7% | -23.6% | -4.9% |
| YTD | +18.9% | -12.6% | +31.5% | +24.2% |
| 1Y | +29.3% | -12.4% | +41.7% | +34.9% |
| 3Y | +64.9% | +14.1% | +50.8% | +49.1% |
| 5Y | +98.0% | +18.7% | +79.3% | +72.1% |
| All | +346.0% | +275.8% | +70.2% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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