+56.6%
MNST vs FDS
-27.9%
+84.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | -6.5% | -1.9% | -4.6% | -6.3% |
| 30D | -7.2% | +9.0% | -16.2% | -8.3% |
| 3M | -1.0% | +18.9% | -19.9% | -3.4% |
| 6M | +11.5% | +35.1% | -23.6% | +6.5% |
| YTD | +14.3% | +5.5% | +8.8% | +15.2% |
| 1Y | +38.1% | -16.8% | +54.9% | +48.4% |
| All | +56.6% | -27.9% | +84.5% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling