+79.7%
MNST vs EOSE
-70.2%
+149.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.4% | +0.7% |
| 7D | -2.2% | +14.0% | -16.2% | -2.6% |
| 30D | -5.4% | -5.9% | +0.5% | -5.3% |
| 3M | -5.5% | -34.3% | +28.8% | -4.8% |
| 6M | +12.4% | -37.8% | +50.1% | +12.9% |
| YTD | +12.4% | -65.2% | +77.6% | +14.0% |
| 1Y | +37.2% | -41.9% | +79.1% | +36.0% |
| 3Y | +52.9% | +44.6% | +8.3% | +42.7% |
| 5Y | +79.7% | -69.2% | +148.9% | +75.0% |
| All | +79.7% | -70.2% | +149.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling