+333.2%
MNST vs EXR
+217.4%
+115.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -6.9% | -1.1% | -5.7% | -6.6% |
| 30D | +3.7% | +18.8% | -15.0% | -1.1% |
| 3M | -0.3% | +9.9% | -10.2% | -2.9% |
| 6M | +5.1% | +12.6% | -7.5% | +1.5% |
| YTD | +18.4% | +26.5% | -8.1% | +10.5% |
| 1Y | +26.3% | +24.5% | +1.8% | +18.3% |
| 3Y | +64.3% | +52.4% | +11.8% | +42.5% |
| 5Y | +96.8% | -1.5% | +98.3% | +90.8% |
| 10Y | +333.2% | +216.0% | +117.3% | +217.5% |
| All | +333.2% | +217.4% | +115.8% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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