+45.8%
MNST vs FDS
+31.1%
+14.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +3.2% |
| 7D | +6.8% | +9.4% | -2.7% | +6.3% |
| 30D | +12.0% | +23.8% | -11.7% | +11.0% |
| 3M | +3.5% | +25.1% | -21.6% | +2.5% |
| 6M | +29.7% | +53.8% | -24.1% | +28.6% |
| YTD | +27.2% | +19.6% | +7.6% | +27.0% |
| 1Y | +45.8% | +31.6% | +14.2% | +38.2% |
| All | +45.8% | +31.1% | +14.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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