+29.3%
MNST vs FAST
+38.4%
-9.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -4.7% | +5.0% | -9.7% | -5.2% |
| 30D | +5.2% | +8.6% | -3.3% | +4.3% |
| 3M | -0.9% | +6.9% | -7.8% | -1.7% |
| 6M | +6.1% | +29.6% | -23.5% | +3.2% |
| YTD | +18.9% | +41.4% | -22.5% | +17.4% |
| 1Y | +29.3% | +38.5% | -9.2% | +28.0% |
| All | +29.3% | +38.4% | -9.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling