+29.5%
MNST vs FIX
+13.3%
+16.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -3.9% | -13.9% | +10.0% | -4.1% |
| 30D | +3.9% | -35.5% | +39.4% | +3.7% |
| 3M | -0.8% | -33.9% | +33.1% | -1.2% |
| 6M | +5.1% | -43.3% | +48.4% | +5.2% |
| YTD | +18.3% | +18.7% | -0.4% | +14.1% |
| 1Y | +29.5% | +13.8% | +15.7% | +24.6% |
| All | +29.5% | +13.3% | +16.2% | +24.6% |
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