+84.2%
MNST vs CTAS
+113.1%
-29.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 6M | +11.5% | +0.7% | +10.8% | +10.8% |
| YTD | +14.3% | +7.4% | +6.9% | +10.3% |
| 1Y | +38.1% | -2.1% | +40.2% | +38.5% |
| 3Y | +55.0% | +62.9% | -8.0% | +14.4% |
| All | +84.2% | +113.1% | -29.0% | +10.9% |
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