+346.0%
MNST vs FISV
+22.0%
+324.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +1.4% |
| 7D | -4.7% | -2.0% | -2.7% | -4.2% |
| 30D | +5.2% | +31.8% | -26.6% | -3.0% |
| 3M | -0.9% | +19.3% | -20.2% | -6.3% |
| 6M | +6.1% | +12.1% | -5.9% | +1.4% |
| YTD | +18.9% | -8.4% | +27.3% | +19.3% |
| 1Y | +29.3% | -4.5% | +33.8% | +27.9% |
| 3Y | +64.9% | -49.4% | +114.3% | +75.2% |
| 5Y | +98.0% | -39.0% | +137.0% | +88.6% |
| All | +346.0% | +22.0% | +324.0% | +172.2% |
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