+548,301.9%
MNST vs CMS
+457.8%
+547,844.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -7.2% | -3.6% | -3.6% | -6.6% |
| 3M | -1.0% | -1.9% | +0.9% | -0.7% |
| 6M | +11.5% | -11.0% | +22.5% | +13.7% |
| YTD | +14.3% | +0.2% | +14.1% | +14.0% |
| 1Y | +38.1% | -1.3% | +39.4% | +38.1% |
| 3Y | +55.0% | +35.9% | +19.0% | +45.7% |
| 5Y | +79.6% | +23.1% | +56.5% | +71.2% |
| 10Y | +241.8% | +117.9% | +123.9% | +197.0% |
| All | +548,301.9% | +457.8% | +547,844.1% | +507,155.9% |
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