+572,080.2%
MNST vs CTAS
+25,665.7%
+546,414.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.0% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | +6.6% | +12.8% | -6.1% | +3.9% |
| 3M | -2.9% | +10.3% | -13.2% | -4.9% |
| 6M | +18.4% | +32.0% | -13.5% | +11.2% |
| YTD | +19.3% | +19.1% | +0.1% | +14.4% |
| 1Y | +37.9% | +21.5% | +16.4% | +31.7% |
| 3Y | +62.9% | +76.0% | -13.2% | +42.6% |
| 5Y | +99.6% | +110.9% | -11.3% | +68.0% |
| 10Y | +305.7% | +849.8% | -544.1% | +156.2% |
| All | +572,080.2% | +25,665.7% | +546,414.5% | +317,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling