+98.0%
MNST vs CTAS
+118.4%
-20.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | +5.2% | +10.2% | -5.0% | +1.3% |
| 3M | -0.9% | +12.1% | -13.0% | -5.3% |
| 6M | +6.1% | +38.3% | -32.1% | -7.3% |
| YTD | +18.9% | +21.9% | -3.0% | +9.1% |
| 1Y | +29.3% | +24.0% | +5.3% | +17.6% |
| 3Y | +64.9% | +75.1% | -10.3% | +19.4% |
| 5Y | +98.0% | +116.9% | -18.9% | +18.9% |
| All | +98.0% | +118.4% | -20.4% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling