+122.8%
MNST vs EOSE
-60.6%
+183.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.0% |
| 30D | -5.6% | -6.8% | +1.2% | -5.6% |
| 3M | -5.7% | -36.3% | +30.6% | -4.8% |
| 6M | +12.0% | -38.8% | +50.7% | +12.6% |
| YTD | +13.2% | -65.5% | +78.7% | +14.9% |
| 1Y | +36.1% | -45.3% | +81.3% | +35.2% |
| 3Y | +52.9% | +44.2% | +8.7% | +42.6% |
| 5Y | +81.0% | -69.5% | +150.5% | +68.0% |
| All | +122.8% | -60.6% | +183.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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