+90.9%
MNST vs BROS
+7.7%
+83.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -6.9% | -20.4% | +13.5% | -5.3% |
| 30D | +3.7% | -6.1% | +9.8% | +4.1% |
| 3M | -0.3% | -29.4% | +29.1% | +2.2% |
| 6M | +5.1% | -31.5% | +36.6% | +7.6% |
| YTD | +18.4% | -42.8% | +61.2% | +22.6% |
| 1Y | +26.3% | -37.5% | +63.8% | +29.6% |
| 3Y | +64.3% | +27.2% | +37.1% | +54.3% |
| 5Y | +96.8% | -47.0% | +143.8% | +88.1% |
| All | +90.9% | +7.7% | +83.2% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling