+62.9%
MNST vs CASY
+154.1%
-91.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | +6.6% | +8.7% | -2.1% | +5.9% |
| 3M | -2.9% | -17.3% | +14.4% | -1.5% |
| 6M | +18.4% | -19.7% | +38.2% | +20.3% |
| YTD | +19.3% | +24.8% | -5.6% | +15.9% |
| 1Y | +37.9% | +31.9% | +6.0% | +33.3% |
| 3Y | +62.9% | +155.4% | -92.5% | +46.0% |
| All | +62.9% | +154.1% | -91.2% | +46.0% |
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 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