+313.1%
MNST vs CASY
+551.3%
-238.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -5.0% | +3.6% | -8.5% | -5.7% |
| 30D | +4.6% | +7.2% | -2.6% | +2.9% |
| 3M | +1.0% | -16.9% | +17.9% | +4.9% |
| 6M | +5.8% | -19.3% | +25.1% | +9.7% |
| YTD | +19.1% | +25.6% | -6.6% | +10.2% |
| 1Y | +30.9% | +30.2% | +0.8% | +20.0% |
| 3Y | +65.7% | +154.9% | -89.1% | +23.8% |
| 5Y | +99.0% | +252.1% | -153.2% | +32.9% |
| 10Y | +313.1% | +535.8% | -222.8% | +134.0% |
| All | +313.1% | +551.3% | -238.2% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling