+45.8%
MNST vs CAI
+12.6%
+33.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.4% |
| 7D | +6.8% | -6.3% | +13.1% | +6.4% |
| 30D | +12.0% | +9.3% | +2.7% | +12.6% |
| 3M | +3.5% | +106.3% | -102.8% | +8.6% |
| 6M | +29.7% | +77.7% | -48.1% | +34.4% |
| YTD | +27.2% | +23.1% | +4.0% | +35.4% |
| 1Y | +45.8% | +6.5% | +39.3% | +58.7% |
| All | +45.8% | +12.6% | +33.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling