+245.6%
MNST vs CTAS
+652.1%
-406.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -5.8% |
| 30D | -7.2% | -0.2% | -7.0% | -7.2% |
| 3M | -1.0% | +11.7% | -12.7% | -5.8% |
| 6M | +11.5% | +0.7% | +10.8% | +10.5% |
| YTD | +14.3% | +7.4% | +6.9% | +10.1% |
| 1Y | +38.1% | -2.1% | +40.2% | +38.0% |
| 3Y | +55.0% | +62.9% | -8.0% | +21.2% |
| 5Y | +79.6% | +111.9% | -32.3% | +24.3% |
| All | +245.6% | +652.1% | -406.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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