+133.1%
MNST vs EOSE
-80.2%
+213.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.4% | -14.2% | -0.3% |
| 7D | -6.9% | -7.0% | +0.1% | -6.7% |
| 30D | +3.7% | -16.7% | +20.5% | +4.0% |
| 3M | -0.3% | -53.1% | +52.8% | +1.3% |
| 6M | +5.1% | -76.8% | +81.9% | +8.6% |
| YTD | +18.4% | -82.6% | +101.1% | +22.1% |
| 1Y | +26.3% | -89.3% | +115.5% | +31.6% |
| 3Y | +64.3% | +55.5% | +8.8% | +51.8% |
| 5Y | +96.8% | -81.9% | +178.7% | +84.8% |
| All | +133.1% | -80.2% | +213.2% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling