+42.1%
MNST vs FIGR
-35.2%
+77.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | -0.7% |
| 7D | -3.9% | +5.6% | -9.5% | -3.8% |
| 30D | +3.9% | -18.2% | +22.1% | +3.8% |
| 3M | -0.8% | -19.0% | +18.2% | -0.8% |
| 6M | +5.1% | -38.0% | +43.1% | +4.9% |
| YTD | +18.3% | -42.9% | +61.1% | +19.1% |
| 1Y | +29.5% | -37.9% | +67.4% | +31.1% |
| All | +42.1% | -35.2% | +77.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling