+241.7%
MNST vs CMS
+117.1%
+124.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -7.2% | -3.6% | -3.6% | -5.9% |
| 3M | -1.0% | -1.9% | +0.9% | -0.4% |
| 6M | +11.5% | -11.0% | +22.5% | +16.5% |
| YTD | +14.3% | +0.2% | +14.1% | +13.4% |
| 1Y | +38.1% | -1.3% | +39.4% | +37.8% |
| 3Y | +55.0% | +35.9% | +19.0% | +33.0% |
| 5Y | +79.6% | +23.1% | +56.5% | +58.5% |
| All | +241.7% | +117.1% | +124.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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