+332.6%
MNST vs CASY
+550.6%
-218.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -3.9% | +5.0% | -8.9% | -4.9% |
| 30D | +3.9% | +8.2% | -4.3% | +2.1% |
| 3M | -0.8% | -18.2% | +17.4% | +3.3% |
| 6M | +5.1% | -18.6% | +23.7% | +8.7% |
| YTD | +18.3% | +26.8% | -8.5% | +9.3% |
| 1Y | +29.5% | +31.6% | -2.1% | +18.4% |
| 3Y | +64.0% | +156.5% | -92.5% | +22.5% |
| 5Y | +97.2% | +258.6% | -161.5% | +31.2% |
| All | +332.6% | +550.6% | -218.0% | +146.8% |
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