+303.0%
MNST vs FIVE
+563.4%
-260.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | +17.7% | -11.0% | +3.9% |
| 3M | -2.9% | +4.0% | -6.9% | -3.7% |
| 6M | +18.4% | +2.6% | +15.8% | +17.2% |
| YTD | +19.3% | +27.6% | -8.3% | +13.5% |
| 1Y | +37.9% | +59.9% | -22.0% | +26.4% |
| 3Y | +62.9% | +35.8% | +27.1% | +47.5% |
| 5Y | +99.6% | +14.4% | +85.2% | +81.5% |
| All | +303.0% | +563.4% | -260.4% | +185.7% |
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