+354.7%
MNST vs FIVE
+504.2%
-149.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +1.6% | +2.7% | -1.0% | +1.2% |
| 30D | +5.1% | +12.7% | -7.6% | +3.0% |
| 3M | -0.5% | +2.1% | -2.5% | -1.0% |
| 6M | +8.1% | +17.5% | -9.3% | +4.7% |
| YTD | +21.2% | +31.0% | -9.8% | +14.8% |
| 1Y | +30.7% | +67.7% | -37.0% | +18.8% |
| 3Y | +67.3% | +43.4% | +23.9% | +49.8% |
| 5Y | +101.9% | +18.1% | +83.8% | +82.5% |
| All | +354.7% | +504.2% | -149.5% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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