+240.4%
MNST vs CRS
+1,306.2%
-1,065.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | -4.1% | -3.1% | -1.0% | -3.7% |
| 30D | -4.5% | -19.6% | +15.1% | -1.8% |
| 3M | -2.5% | -8.1% | +5.6% | -1.9% |
| 6M | +14.1% | +18.6% | -4.4% | +10.4% |
| YTD | +12.6% | +45.9% | -33.3% | +5.4% |
| 1Y | +36.9% | +82.5% | -45.5% | +23.3% |
| 3Y | +53.1% | +648.9% | -595.8% | +7.0% |
| 5Y | +78.2% | +1,438.1% | -1,359.9% | +7.1% |
| 10Y | +240.4% | +1,327.0% | -1,086.6% | +92.0% |
| All | +240.4% | +1,306.2% | -1,065.8% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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