+121.6%
MNST vs FGI
-70.3%
+191.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.2% | -11.6% | +14.8% | +3.4% |
| 30D | +10.6% | -3.3% | +13.9% | +10.6% |
| 3M | +1.3% | +65.6% | -64.3% | -0.3% |
| 6M | +26.2% | -2.8% | +29.0% | +25.0% |
| YTD | +24.8% | +30.1% | -5.4% | +22.0% |
| 1Y | +40.9% | +50.2% | -9.2% | +37.0% |
| 3Y | +72.2% | -0.4% | +72.6% | +65.2% |
| All | +121.6% | -70.3% | +191.9% | +119.1% |
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