+55.7%
MNST vs BTSG
+421.3%
-365.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.6% |
| 7D | -4.1% | +5.7% | -9.8% | -4.2% |
| 30D | -4.5% | +0.2% | -4.7% | -4.5% |
| 3M | -2.5% | +5.6% | -8.1% | -2.7% |
| 6M | +14.1% | +50.8% | -36.6% | +12.8% |
| YTD | +12.6% | +67.0% | -54.5% | +11.0% |
| 1Y | +36.9% | +145.5% | -108.6% | +33.9% |
| All | +55.7% | +421.3% | -365.7% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling