+303.0%
MNST vs CASY
+553.2%
-250.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | +6.6% | +8.7% | -2.1% | +4.6% |
| 3M | -2.9% | -17.3% | +14.4% | +0.9% |
| 6M | +18.4% | -19.7% | +38.2% | +23.0% |
| YTD | +19.3% | +24.8% | -5.6% | +10.6% |
| 1Y | +37.9% | +31.9% | +6.0% | +26.0% |
| 3Y | +62.9% | +155.4% | -92.5% | +21.6% |
| 5Y | +99.6% | +250.6% | -151.0% | +33.5% |
| All | +303.0% | +553.2% | -250.2% | +134.2% |
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