+101.3%
MNST vs CMS
+33.6%
+67.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +6.6% | +7.2% | -0.6% | +4.4% |
| 3M | -2.9% | -1.3% | -1.6% | -2.6% |
| 6M | +18.4% | -4.3% | +22.8% | +19.8% |
| YTD | +19.3% | +2.1% | +17.2% | +17.7% |
| 1Y | +37.9% | -0.6% | +38.5% | +37.3% |
| 3Y | +62.9% | +38.0% | +24.8% | +44.6% |
| All | +101.3% | +33.6% | +67.7% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling