+313.1%
MNST vs CMS
+127.7%
+185.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -5.0% | -0.9% | -4.0% | -4.6% |
| 30D | +4.6% | +7.1% | -2.5% | +1.7% |
| 3M | +1.0% | -1.3% | +2.3% | +1.5% |
| 6M | +5.8% | -2.7% | +8.4% | +6.6% |
| YTD | +19.1% | +2.6% | +16.4% | +16.9% |
| 1Y | +30.9% | -2.0% | +32.9% | +31.0% |
| 3Y | +65.7% | +39.6% | +26.1% | +40.9% |
| 5Y | +99.0% | +35.3% | +63.6% | +68.1% |
| 10Y | +313.1% | +132.3% | +180.7% | +149.5% |
| All | +313.1% | +127.7% | +185.4% | +149.5% |
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