+332.6%
MNST vs ESI
+307.7%
+24.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -3.9% | -6.6% | +2.7% | -2.7% |
| 30D | +3.9% | -9.8% | +13.7% | +5.6% |
| 3M | -0.8% | -11.9% | +11.1% | +0.9% |
| 6M | +5.1% | -25.1% | +30.2% | +9.7% |
| YTD | +18.3% | +31.9% | -13.6% | +7.9% |
| 1Y | +29.5% | +19.2% | +10.3% | +20.6% |
| 3Y | +64.0% | +76.2% | -12.1% | +34.1% |
| 5Y | +97.2% | +39.4% | +57.8% | +68.2% |
| All | +332.6% | +307.7% | +24.9% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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