+92.2%
MNST vs BROS
+3.9%
+88.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.2% |
| 7D | -3.4% | -21.2% | +17.8% | -1.7% |
| 30D | +6.6% | -11.6% | +18.2% | +7.5% |
| 3M | -2.9% | -36.7% | +33.8% | +0.5% |
| 6M | +18.4% | -42.8% | +61.3% | +23.0% |
| YTD | +19.3% | -44.8% | +64.1% | +23.8% |
| 1Y | +37.9% | -36.5% | +74.4% | +41.4% |
| 3Y | +62.9% | +27.0% | +35.9% | +53.1% |
| 5Y | +99.6% | -50.3% | +149.9% | +91.3% |
| All | +92.2% | +3.9% | +88.3% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling