+190,989.2%
MNST vs FFIV
+5,965.2%
+185,024.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | -8.1% | +4.7% | -2.8% |
| 30D | +6.6% | -33.4% | +40.0% | +9.9% |
| 3M | -2.9% | -24.7% | +21.9% | -1.0% |
| 6M | +18.4% | -8.8% | +27.3% | +18.7% |
| YTD | +19.3% | +21.8% | -2.5% | +16.4% |
| 1Y | +37.9% | +25.3% | +12.6% | +34.2% |
| 3Y | +62.9% | +101.2% | -38.3% | +51.3% |
| 5Y | +99.6% | +40.2% | +59.4% | +90.3% |
| 10Y | +305.7% | +129.0% | +176.7% | +269.5% |
| All | +190,989.2% | +5,965.2% | +185,024.0% | +142,952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling