+746.2%
MNST vs FIVE
+826.1%
-80.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.3% |
| 7D | +3.2% | -1.7% | +4.9% | +3.4% |
| 30D | +10.6% | +14.9% | -4.3% | +8.3% |
| 3M | +1.3% | +7.6% | -6.4% | -0.1% |
| 6M | +26.2% | +6.4% | +19.8% | +24.2% |
| YTD | +24.8% | +28.1% | -3.3% | +19.1% |
| 1Y | +40.9% | +54.7% | -13.8% | +30.6% |
| 3Y | +72.2% | +36.1% | +36.1% | +56.2% |
| 5Y | +108.8% | +14.9% | +93.9% | +90.0% |
| 10Y | +324.4% | +578.8% | -254.4% | +185.7% |
| All | +746.2% | +826.1% | -80.0% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling