+84.2%
MNST vs FFIV
+91.3%
-7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | -1.0% | -4.5% | +3.4% | -0.5% |
| 6M | +11.5% | +36.5% | -25.0% | +4.7% |
| YTD | +14.3% | +53.0% | -38.7% | +4.4% |
| 1Y | +38.1% | +24.2% | +13.9% | +31.2% |
| 3Y | +55.0% | +137.2% | -82.2% | +19.5% |
| All | +84.2% | +91.3% | -7.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling