+38.1%
MNST vs CASY
+51.2%
-13.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -7.2% | -11.3% | +4.1% | -6.2% |
| 3M | -1.0% | -0.6% | -0.4% | -1.8% |
| 6M | +11.5% | +10.7% | +0.8% | +6.9% |
| YTD | +14.3% | +37.1% | -22.8% | +4.9% |
| 1Y | +38.1% | +52.3% | -14.2% | +19.5% |
| All | +38.1% | +51.2% | -13.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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