+332.6%
MNST vs ELF
+335.2%
-2.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -3.9% | +6.3% | -10.2% | -4.5% |
| 30D | +3.9% | +8.5% | -4.6% | +3.0% |
| 3M | -0.8% | +24.4% | -25.3% | -3.2% |
| 6M | +5.1% | +94.7% | -89.6% | -2.6% |
| YTD | +18.3% | +55.9% | -37.6% | +11.6% |
| 1Y | +29.5% | +48.4% | -18.9% | +22.6% |
| 3Y | +64.0% | +24.6% | +39.4% | +46.3% |
| 5Y | +97.2% | +285.0% | -187.8% | +43.9% |
| All | +332.6% | +335.2% | -2.6% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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