+303.0%
MNST vs FE
+105.3%
+197.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.0% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | +6.6% | +4.1% | +2.5% | +5.3% |
| 3M | -2.9% | -1.0% | -1.9% | -2.6% |
| 6M | +18.4% | +4.0% | +14.4% | +16.7% |
| YTD | +19.3% | +6.8% | +12.4% | +16.3% |
| 1Y | +37.9% | +5.3% | +32.6% | +35.0% |
| 3Y | +62.9% | +44.6% | +18.3% | +42.2% |
| 5Y | +99.6% | +44.2% | +55.4% | +72.7% |
| All | +303.0% | +105.3% | +197.7% | +229.9% |
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