+62.9%
MNST vs CMS
+35.4%
+27.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | +6.6% | +6.3% | +0.3% | +4.9% |
| 3M | -2.9% | -2.1% | -0.8% | -2.4% |
| 6M | +18.4% | -5.1% | +23.5% | +19.9% |
| YTD | +19.3% | +1.3% | +18.0% | +17.8% |
| 1Y | +37.9% | -1.4% | +39.3% | +37.4% |
| 3Y | +62.9% | +36.9% | +25.9% | +48.1% |
| All | +62.9% | +35.4% | +27.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling