+303.0%
MNST vs CSGP
+63.3%
+239.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -3.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +6.6% | +10.7% | -4.1% | +3.3% |
| 3M | -2.9% | +3.3% | -6.2% | -4.6% |
| 6M | +18.4% | -10.3% | +28.8% | +19.6% |
| YTD | +19.3% | -54.6% | +73.8% | +43.4% |
| 1Y | +37.9% | -54.6% | +92.5% | +65.5% |
| 3Y | +62.9% | -60.3% | +123.2% | +97.6% |
| 5Y | +99.6% | -63.3% | +162.9% | +141.3% |
| All | +303.0% | +63.3% | +239.7% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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