+37.9%
MNST vs FIX
+3.4%
+34.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.4% | -9.9% | -4.3% |
| 7D | -3.4% | -17.5% | +14.0% | -3.7% |
| 30D | +6.6% | -41.6% | +48.2% | +6.2% |
| 3M | -2.9% | -40.6% | +37.7% | -3.4% |
| 6M | +18.4% | -49.4% | +67.8% | +18.6% |
| YTD | +19.3% | +9.2% | +10.1% | +15.3% |
| 1Y | +37.9% | +6.5% | +31.4% | +33.1% |
| All | +37.9% | +3.4% | +34.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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