+45.8%
MNST vs ES
-1.6%
+47.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.3% | +3.0% |
| 7D | +6.8% | +5.3% | +1.4% | +5.9% |
| 30D | +12.0% | +8.9% | +3.1% | +10.5% |
| 3M | +3.5% | -1.9% | +5.5% | +3.7% |
| 6M | +29.7% | +3.9% | +25.8% | +29.3% |
| YTD | +27.2% | +8.3% | +18.9% | +26.4% |
| 1Y | +45.8% | -0.1% | +45.9% | +47.2% |
| All | +45.8% | -1.6% | +47.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling