+65.7%
MNST vs CASY
+155.2%
-89.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -5.0% | +3.6% | -8.5% | -5.2% |
| 30D | +4.6% | +7.2% | -2.6% | +4.0% |
| 3M | +1.0% | -16.9% | +17.9% | +2.4% |
| 6M | +5.8% | -19.3% | +25.1% | +7.4% |
| YTD | +19.1% | +25.6% | -6.6% | +15.6% |
| 1Y | +30.9% | +30.2% | +0.8% | +26.6% |
| 3Y | +65.7% | +154.9% | -89.1% | +48.8% |
| All | +65.7% | +155.2% | -89.5% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling