+53.1%
MNST vs EOSE
+36.5%
+16.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.4% | -1.7% |
| 7D | -4.1% | +41.4% | -45.5% | -4.8% |
| 30D | -4.5% | +3.6% | -8.1% | -4.6% |
| 3M | -2.5% | -35.7% | +33.3% | -1.7% |
| 6M | +14.1% | -29.9% | +44.0% | +14.3% |
| YTD | +12.6% | -62.5% | +75.0% | +13.3% |
| 1Y | +36.9% | -37.4% | +74.3% | +35.6% |
| 3Y | +53.1% | +55.8% | -2.7% | +51.2% |
| All | +53.1% | +36.5% | +16.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling