+245.7%
MNST vs ESI
+305.4%
-59.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.2% |
| 7D | -6.5% | +3.3% | -9.8% | -7.1% |
| 30D | -7.2% | -5.9% | -1.4% | -6.3% |
| 3M | -1.0% | -14.1% | +13.1% | +1.2% |
| 6M | +11.5% | +6.6% | +4.9% | +8.2% |
| YTD | +14.3% | +45.0% | -30.7% | +3.3% |
| 1Y | +38.1% | +41.5% | -3.3% | +24.8% |
| 3Y | +55.0% | +78.8% | -23.8% | +28.6% |
| 5Y | +79.6% | +70.9% | +8.7% | +48.3% |
| All | +245.7% | +305.4% | -59.7% | +130.8% |
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