+101.3%
MNST vs FDS
-22.8%
+124.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.6% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.6% | +20.2% | -13.6% | +2.6% |
| 3M | -2.9% | +19.9% | -22.8% | -6.8% |
| 6M | +18.4% | +56.2% | -37.7% | +6.1% |
| YTD | +19.3% | +14.6% | +4.7% | +15.8% |
| 1Y | +37.9% | +31.6% | +6.3% | +26.9% |
| 3Y | +62.9% | -23.8% | +86.7% | +79.9% |
| All | +101.3% | -22.8% | +124.1% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling