+248.4%
MNST vs BTG
+147.2%
+101.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -3.6% | +2.4% | -6.0% | -3.7% |
| 30D | -6.3% | +9.5% | -15.8% | -6.9% |
| 3M | -5.0% | +38.5% | -43.5% | -7.2% |
| 6M | +13.1% | +5.6% | +7.5% | +12.2% |
| YTD | +11.8% | +23.9% | -12.2% | +9.4% |
| 1Y | +35.2% | +32.1% | +3.1% | +31.5% |
| 3Y | +52.0% | +103.2% | -51.2% | +42.1% |
| 5Y | +77.9% | +79.7% | -1.9% | +66.0% |
| 10Y | +248.4% | +159.1% | +89.3% | +217.2% |
| All | +248.4% | +147.2% | +101.2% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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