+64.0%
MNST vs FGI
-3.4%
+67.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -3.9% | -4.1% | +0.2% | -3.9% |
| 30D | +3.9% | -3.4% | +7.3% | +3.9% |
| 3M | -0.8% | +61.8% | -62.6% | -1.7% |
| 6M | +5.1% | +17.0% | -11.9% | +4.3% |
| YTD | +18.3% | +31.4% | -13.1% | +16.8% |
| 1Y | +29.5% | +42.7% | -13.2% | +27.6% |
| 3Y | +64.0% | -0.1% | +64.2% | +62.4% |
| All | +64.0% | -3.4% | +67.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling