+84.2%
MNST vs CRS
+1,417.0%
-1,332.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -7.2% | -16.6% | +9.4% | -5.7% |
| 3M | -1.0% | -3.5% | +2.5% | -1.1% |
| 6M | +11.5% | +15.4% | -4.0% | +8.9% |
| YTD | +14.3% | +51.2% | -36.9% | +8.3% |
| 1Y | +38.1% | +98.3% | -60.2% | +26.1% |
| 3Y | +55.0% | +651.5% | -596.6% | +13.1% |
| All | +84.2% | +1,417.0% | -1,332.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling