+63.6%
MNST vs BTSG
+504.1%
-440.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -0.8% |
| 7D | -3.9% | +3.8% | -7.7% | -4.0% |
| 30D | +3.9% | +13.7% | -9.8% | +3.4% |
| 3M | -0.8% | +18.0% | -18.8% | -1.4% |
| 6M | +5.1% | +32.2% | -27.1% | +4.0% |
| YTD | +18.3% | +93.6% | -75.3% | +16.0% |
| 1Y | +29.5% | +115.9% | -86.4% | +26.7% |
| All | +63.6% | +504.1% | -440.5% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling