-2.9%
MNST vs ESI
-17.1%
+14.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.1% |
| 7D | -3.4% | -8.5% | +5.1% | -4.6% |
| 30D | +6.6% | -15.7% | +22.3% | +4.3% |
| 3M | -2.9% | -18.2% | +15.4% | -7.1% |
| All | -2.9% | -17.1% | +14.3% | -7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling