+245.6%
MNST vs FFIV
+216.0%
+29.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -7.2% | -5.1% | -2.2% | -6.2% |
| 3M | -1.0% | -4.5% | +3.4% | -0.4% |
| 6M | +11.5% | +36.5% | -25.0% | +2.3% |
| YTD | +14.3% | +53.0% | -38.7% | +1.3% |
| 1Y | +38.1% | +24.2% | +13.9% | +28.4% |
| 3Y | +55.0% | +137.2% | -82.2% | +15.8% |
| 5Y | +79.6% | +91.8% | -12.1% | +40.9% |
| All | +245.6% | +216.0% | +29.5% | +128.4% |
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