+124.9%
MNST vs EOSE
-61.3%
+186.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.4% | -0.9% |
| 7D | -6.5% | +19.0% | -25.5% | -7.0% |
| 30D | -7.2% | +1.6% | -8.8% | -7.4% |
| 3M | -1.0% | -52.0% | +51.0% | +0.7% |
| 6M | +11.5% | -42.5% | +54.0% | +12.3% |
| YTD | +14.3% | -66.1% | +80.5% | +16.1% |
| 1Y | +38.1% | -47.1% | +85.3% | +37.4% |
| 3Y | +55.0% | +0.8% | +54.2% | +46.3% |
| 5Y | +79.6% | -71.7% | +151.3% | +67.1% |
| All | +124.9% | -61.3% | +186.3% | +121.8% |
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