+813.2%
MNST vs ESI
+224.6%
+588.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -6.5% | +3.3% | -9.8% | -7.0% |
| 30D | -7.2% | -5.9% | -1.4% | -6.5% |
| 3M | -1.0% | -14.1% | +13.1% | +0.7% |
| 6M | +11.5% | +6.6% | +4.9% | +9.2% |
| YTD | +14.3% | +45.0% | -30.7% | +6.2% |
| 1Y | +38.1% | +41.5% | -3.3% | +28.4% |
| 3Y | +55.0% | +78.8% | -23.8% | +36.0% |
| 5Y | +79.6% | +70.9% | +8.7% | +57.2% |
| 10Y | +241.8% | +317.1% | -75.3% | +157.7% |
| All | +813.2% | +224.6% | +588.6% | +645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling