+54.5%
MNST vs BTSG
+416.6%
-362.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -3.6% | +2.9% | -6.4% | -3.6% |
| 30D | -6.3% | +0.9% | -7.2% | -6.3% |
| 3M | -5.0% | +1.6% | -6.6% | -5.1% |
| 6M | +13.1% | +46.8% | -33.7% | +11.9% |
| YTD | +11.8% | +65.5% | -53.8% | +10.2% |
| 1Y | +35.2% | +136.2% | -101.0% | +32.4% |
| All | +54.5% | +416.6% | -362.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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