+303.0%
MNST vs ES
+85.7%
+217.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.4% |
| 7D | -3.4% | +1.9% | -5.3% | -4.0% |
| 30D | +6.6% | +7.1% | -0.4% | +4.1% |
| 3M | -2.9% | -1.9% | -0.9% | -2.3% |
| 6M | +18.4% | +4.4% | +14.1% | +16.3% |
| YTD | +19.3% | +7.3% | +11.9% | +15.6% |
| 1Y | +37.9% | +2.1% | +35.8% | +35.4% |
| 3Y | +62.9% | +41.8% | +21.0% | +37.9% |
| 5Y | +99.6% | +1.4% | +98.1% | +91.3% |
| All | +303.0% | +85.7% | +217.3% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling