+313.1%
MNST vs BWA
+101.5%
+211.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +4.6% | -16.1% | +20.7% | +8.2% |
| 3M | +1.0% | -24.6% | +25.6% | +6.5% |
| 6M | +5.8% | -15.7% | +21.5% | +8.0% |
| YTD | +19.1% | +15.1% | +4.0% | +12.4% |
| 1Y | +30.9% | +15.9% | +15.0% | +23.2% |
| 3Y | +65.7% | +67.1% | -1.4% | +39.6% |
| 5Y | +99.0% | +34.7% | +64.2% | +72.0% |
| 10Y | +313.1% | +99.5% | +213.5% | +224.4% |
| All | +313.1% | +101.5% | +211.6% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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