+248.4%
MNST vs FISV
-4.3%
+252.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.5% |
| 7D | -3.6% | -6.4% | +2.8% | -1.8% |
| 30D | -6.3% | -6.8% | +0.5% | -4.5% |
| 3M | -5.0% | -10.0% | +5.0% | -2.7% |
| 6M | +13.1% | -20.6% | +33.8% | +19.4% |
| YTD | +11.8% | -27.6% | +39.3% | +20.5% |
| 1Y | +35.2% | -64.3% | +99.6% | +74.3% |
| 3Y | +52.0% | -60.0% | +112.0% | +73.5% |
| 5Y | +77.9% | -57.7% | +135.6% | +92.8% |
| 10Y | +248.4% | -3.0% | +251.4% | +122.3% |
| All | +248.4% | -4.3% | +252.7% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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