+70.4%
MNST vs ES
+50.7%
+19.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.3% |
| 7D | +3.2% | +5.9% | -2.7% | +2.1% |
| 30D | +10.6% | +10.2% | +0.4% | +8.6% |
| 3M | +1.3% | +0.4% | +0.9% | +1.1% |
| 6M | +26.2% | +6.9% | +19.3% | +24.6% |
| YTD | +24.8% | +10.5% | +14.3% | +22.3% |
| 1Y | +40.9% | +3.2% | +37.7% | +39.7% |
| All | +70.4% | +50.7% | +19.7% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling