+241.7%
MNST vs ES
+84.4%
+157.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -7.2% | -2.0% | -5.3% | -6.6% |
| 3M | -1.0% | +1.7% | -2.7% | -1.7% |
| 6M | +11.5% | -3.5% | +15.0% | +12.5% |
| YTD | +14.3% | +7.9% | +6.4% | +10.6% |
| 1Y | +38.1% | +17.2% | +21.0% | +28.8% |
| 3Y | +55.0% | +29.3% | +25.7% | +36.1% |
| 5Y | +79.6% | -5.7% | +85.4% | +77.8% |
| All | +241.7% | +84.4% | +157.3% | +135.0% |
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