+103.0%
MNST vs FGI
-70.4%
+173.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -7.2% | +65.4% | -72.6% | -8.6% |
| 3M | -1.0% | +23.5% | -24.5% | -2.2% |
| 6M | +11.5% | +60.5% | -49.0% | +8.7% |
| YTD | +14.3% | +30.0% | -15.7% | +11.8% |
| 1Y | +38.1% | +82.1% | -43.9% | +32.3% |
| 3Y | +55.0% | -4.4% | +59.4% | +49.1% |
| All | +103.0% | -70.4% | +173.4% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling