+36.9%
MNST vs FDS
-20.8%
+57.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.3% |
| 7D | -4.1% | -5.4% | +1.3% | -3.8% |
| 30D | -4.5% | +1.6% | -6.1% | -4.6% |
| 3M | -2.5% | +17.7% | -20.2% | -3.2% |
| 6M | +14.1% | +29.1% | -14.9% | +12.9% |
| YTD | +12.6% | +1.0% | +11.6% | +15.0% |
| 1Y | +36.9% | -21.6% | +58.6% | +48.9% |
| All | +36.9% | -20.8% | +57.8% | +48.9% |
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