+333.2%
MNST vs FIS
-52.2%
+385.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -1.8% |
| 7D | -6.9% | +1.5% | -8.4% | -7.3% |
| 30D | +3.7% | -11.8% | +15.6% | +5.6% |
| 3M | -0.3% | -28.5% | +28.2% | +7.9% |
| 6M | +5.1% | -27.0% | +32.1% | +12.5% |
| YTD | +18.4% | -53.1% | +71.5% | +44.7% |
| 1Y | +26.3% | -52.8% | +79.0% | +53.8% |
| 3Y | +64.3% | -37.5% | +101.7% | +77.1% |
| 5Y | +96.8% | -71.1% | +167.9% | +176.8% |
| 10Y | +333.2% | -52.0% | +385.2% | +369.3% |
| All | +333.2% | -52.2% | +385.4% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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