+56.6%
MNST vs CASY
+215.7%
-159.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -7.2% | -11.3% | +4.1% | -6.3% |
| 3M | -1.0% | -0.6% | -0.4% | -1.4% |
| 6M | +11.5% | +10.7% | +0.8% | +9.6% |
| YTD | +14.3% | +37.1% | -22.8% | +10.1% |
| 1Y | +38.1% | +52.3% | -14.2% | +31.8% |
| All | +56.6% | +215.7% | -159.1% | +40.7% |
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