+354.7%
MNST vs FFIV
+118.6%
+236.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.6% | +2.5% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | +5.1% | -32.4% | +37.5% | +13.7% |
| 3M | -0.5% | -25.7% | +25.2% | +4.9% |
| 6M | +8.1% | -13.5% | +21.6% | +9.3% |
| YTD | +21.2% | +21.1% | +0.1% | +11.3% |
| 1Y | +30.7% | +29.4% | +1.3% | +17.7% |
| 3Y | +67.3% | +94.9% | -27.6% | +27.4% |
| 5Y | +101.9% | +34.7% | +67.1% | +70.3% |
| All | +354.7% | +118.6% | +236.1% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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