+303.0%
MNST vs FE
+107.4%
+195.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +6.6% | +5.2% | +1.4% | +4.9% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | +18.4% | +5.0% | +13.4% | +16.3% |
| YTD | +19.3% | +7.9% | +11.4% | +15.9% |
| 1Y | +37.9% | +6.3% | +31.6% | +34.6% |
| 3Y | +62.9% | +46.0% | +16.9% | +41.8% |
| 5Y | +99.6% | +45.6% | +53.9% | +72.2% |
| All | +303.0% | +107.4% | +195.6% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling