+313.1%
MNST vs FIVE
+596.6%
-283.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.1% |
| 7D | -5.0% | +6.2% | -11.1% | -5.9% |
| 30D | +4.6% | +18.2% | -13.6% | +1.8% |
| 3M | +1.0% | +3.8% | -2.8% | +0.2% |
| 6M | +5.8% | +13.7% | -7.9% | +2.9% |
| YTD | +19.1% | +34.7% | -15.7% | +12.3% |
| 1Y | +30.9% | +66.6% | -35.7% | +19.2% |
| 3Y | +65.7% | +44.3% | +21.4% | +48.5% |
| 5Y | +99.0% | +18.8% | +80.2% | +80.0% |
| 10Y | +313.1% | +569.2% | -256.1% | +187.0% |
| All | +313.1% | +596.6% | -283.5% | +187.0% |
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