+183,048.0%
MNST vs FFIV
+7,518.9%
+175,529.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -6.5% | -1.0% | -5.5% | -6.4% |
| 30D | -7.2% | -5.1% | -2.2% | -6.9% |
| 3M | -1.0% | -4.5% | +3.4% | -0.8% |
| 6M | +11.5% | +36.5% | -25.0% | +8.4% |
| YTD | +14.3% | +53.0% | -38.7% | +9.9% |
| 1Y | +38.1% | +24.2% | +13.9% | +34.8% |
| 3Y | +55.0% | +137.2% | -82.2% | +42.5% |
| 5Y | +79.6% | +91.8% | -12.1% | +67.5% |
| 10Y | +241.8% | +215.2% | +26.6% | +204.6% |
| All | +183,048.0% | +7,518.9% | +175,529.1% | +134,945.6% |
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