+38.1%
MNST vs CAI
-31.3%
+69.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -6.5% | -2.2% | -4.3% | -6.6% |
| 30D | -7.2% | +52.4% | -59.6% | -4.9% |
| 3M | -1.0% | +45.1% | -46.1% | +1.3% |
| 6M | +11.5% | +26.2% | -14.7% | +13.5% |
| YTD | +14.3% | -7.1% | +21.4% | +19.1% |
| 1Y | +38.1% | -31.0% | +69.2% | +51.6% |
| All | +38.1% | -31.3% | +69.4% | +51.6% |
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