+79.7%
MNST vs FANG
+228.0%
-148.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -2.2% | +1.2% | -3.5% | -2.3% |
| 30D | -5.4% | +2.4% | -7.7% | -5.4% |
| 3M | -5.5% | +5.1% | -10.6% | -5.7% |
| 6M | +12.4% | +16.4% | -4.1% | +11.5% |
| YTD | +12.4% | +39.0% | -26.6% | +10.4% |
| 1Y | +37.2% | +50.6% | -13.5% | +34.0% |
| 3Y | +52.9% | +46.9% | +6.0% | +47.7% |
| 5Y | +79.7% | +238.2% | -158.6% | +61.5% |
| All | +79.7% | +228.0% | -148.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling