+101.3%
MNST vs CASY
+250.1%
-148.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +6.6% | +8.7% | -2.1% | +5.0% |
| 3M | -2.9% | -17.3% | +14.4% | +0.2% |
| 6M | +18.4% | -19.7% | +38.2% | +22.3% |
| YTD | +19.3% | +24.8% | -5.6% | +11.4% |
| 1Y | +37.9% | +31.9% | +6.0% | +27.0% |
| 3Y | +62.9% | +155.4% | -92.5% | +22.0% |
| All | +101.3% | +250.1% | -148.8% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling