+37.9%
MNST vs FIVE
+55.9%
-18.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | +17.7% | -11.0% | +5.2% |
| 3M | -2.9% | +4.0% | -6.9% | -3.3% |
| 6M | +18.4% | +2.6% | +15.8% | +18.1% |
| YTD | +19.3% | +27.6% | -8.3% | +20.2% |
| 1Y | +37.9% | +59.9% | -22.0% | +41.3% |
| All | +37.9% | +55.9% | -18.0% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling