+849.7%
MNST vs ESI
+200.4%
+649.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -4.7% | +8.3% | -13.0% | -5.9% |
| 30D | +5.2% | -10.4% | +15.6% | +6.6% |
| 3M | -0.9% | -13.2% | +12.3% | +0.6% |
| 6M | +6.1% | -23.9% | +30.0% | +9.3% |
| YTD | +18.9% | +34.2% | -15.3% | +11.2% |
| 1Y | +29.3% | +22.2% | +7.1% | +22.6% |
| 3Y | +64.9% | +79.2% | -14.4% | +43.7% |
| 5Y | +98.0% | +38.1% | +59.9% | +78.1% |
| 10Y | +334.8% | +323.6% | +11.3% | +228.2% |
| All | +849.7% | +200.4% | +649.3% | +680.7% |
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