+313.1%
MNST vs FAST
+606.6%
-293.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.2% |
| 7D | -5.0% | +3.8% | -8.8% | -6.2% |
| 30D | +4.6% | +8.1% | -3.5% | +1.6% |
| 3M | +1.0% | +5.8% | -4.8% | -1.2% |
| 6M | +5.8% | +24.9% | -19.1% | -2.8% |
| YTD | +19.1% | +38.9% | -19.9% | +4.3% |
| 1Y | +30.9% | +36.5% | -5.6% | +15.3% |
| 3Y | +65.7% | +98.1% | -32.4% | +23.6% |
| 5Y | +99.0% | +109.3% | -10.4% | +42.8% |
| 10Y | +313.1% | +547.9% | -234.9% | +116.7% |
| All | +313.1% | +606.6% | -293.5% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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