+84.2%
MNST vs FIVE
+31.2%
+52.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.2% |
| 7D | -6.5% | +4.3% | -10.7% | -7.0% |
| 30D | -7.2% | +12.5% | -19.7% | -8.6% |
| 3M | -1.0% | +31.2% | -32.3% | -4.4% |
| 6M | +11.5% | +14.4% | -2.9% | +9.1% |
| YTD | +14.3% | +33.9% | -19.6% | +9.7% |
| 1Y | +38.1% | +65.1% | -26.9% | +28.7% |
| 3Y | +55.0% | +49.0% | +6.0% | +44.7% |
| All | +84.2% | +31.2% | +52.9% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling