+81.4%
MNST vs BROS
+41.2%
+40.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | -4.5% | -13.5% | +9.0% | -3.4% |
| 3M | -2.5% | -18.4% | +16.0% | -1.2% |
| 6M | +14.1% | -10.6% | +24.7% | +14.5% |
| YTD | +12.6% | -25.1% | +37.6% | +14.3% |
| 1Y | +36.9% | -28.6% | +65.6% | +39.3% |
| 3Y | +53.1% | +65.6% | -12.5% | +41.0% |
| All | +81.4% | +41.2% | +40.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling