+58.1%
MNST vs BTSG
+406.1%
-348.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -6.5% | +2.7% | -9.2% | -6.6% |
| 30D | -7.2% | -3.6% | -3.6% | -7.1% |
| 3M | -1.0% | +5.8% | -6.8% | -1.3% |
| 6M | +11.5% | +44.7% | -33.2% | +10.3% |
| YTD | +14.3% | +62.2% | -47.9% | +12.8% |
| 1Y | +38.1% | +152.1% | -114.0% | +35.0% |
| All | +58.1% | +406.1% | -348.0% | +57.4% |
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