+240.4%
MNST vs BWA
+142.9%
+97.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -4.1% | +4.3% | -8.4% | -5.0% |
| 30D | -4.5% | -2.9% | -1.6% | -4.1% |
| 3M | -2.5% | -12.4% | +10.0% | -0.1% |
| 6M | +14.1% | +28.6% | -14.4% | +6.9% |
| YTD | +12.6% | +48.2% | -35.7% | +1.1% |
| 1Y | +36.9% | +50.9% | -14.0% | +22.2% |
| 3Y | +53.1% | +72.2% | -19.1% | +29.4% |
| 5Y | +78.2% | +91.1% | -12.8% | +42.6% |
| 10Y | +240.4% | +144.0% | +96.4% | +139.8% |
| All | +240.4% | +142.9% | +97.5% | +139.8% |
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