+598,486.6%
MNST vs CMS
+475.9%
+598,010.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | +10.6% | +8.6% | +2.0% | +8.9% |
| 3M | +1.3% | -0.5% | +1.7% | +1.3% |
| 6M | +26.2% | -4.2% | +30.4% | +27.0% |
| YTD | +24.8% | +3.4% | +21.3% | +23.7% |
| 1Y | +40.9% | +0.4% | +40.5% | +40.5% |
| 3Y | +72.2% | +38.2% | +34.0% | +61.4% |
| 5Y | +108.8% | +35.4% | +73.4% | +95.7% |
| 10Y | +324.4% | +131.7% | +192.8% | +265.1% |
| All | +598,486.6% | +475.9% | +598,010.7% | +550,223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling