+346.0%
MNST vs ES
+96.6%
+249.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -4.7% | -1.1% | -3.7% | -4.3% |
| 30D | +5.2% | +8.2% | -3.0% | +2.3% |
| 3M | -0.9% | +0.6% | -1.5% | -1.2% |
| 6M | +6.1% | +6.0% | +0.2% | +3.7% |
| YTD | +18.9% | +9.3% | +9.5% | +14.5% |
| 1Y | +29.3% | +1.1% | +28.2% | +27.5% |
| 3Y | +64.9% | +51.9% | +13.0% | +36.0% |
| 5Y | +98.0% | +6.5% | +91.6% | +86.2% |
| All | +346.0% | +96.6% | +249.4% | +209.9% |
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