+97.2%
MNST vs CRS
+837.7%
-740.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.4% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | +3.9% | -22.9% | +26.8% | +5.8% |
| 3M | -0.8% | -46.8% | +46.0% | +4.4% |
| 6M | +5.1% | -30.4% | +35.5% | +7.3% |
| YTD | +18.3% | -5.4% | +23.6% | +16.3% |
| 1Y | +29.5% | -9.0% | +38.5% | +27.8% |
| 3Y | +64.0% | +352.2% | -288.1% | +25.4% |
| 5Y | +97.2% | +852.2% | -755.1% | +29.5% |
| All | +97.2% | +837.7% | -740.5% | +29.5% |
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