+84.2%
MNST vs FAST
+100.5%
-16.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -1.0% | +5.8% | -6.8% | -3.1% |
| 6M | +11.5% | +8.0% | +3.5% | +8.1% |
| YTD | +14.3% | +25.6% | -11.3% | +4.8% |
| 1Y | +38.1% | +0.8% | +37.3% | +36.7% |
| 3Y | +55.0% | +86.1% | -31.1% | +18.3% |
| All | +84.2% | +100.5% | -16.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling