+63.5%
MNST vs FLEX
+301.8%
-238.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | +0.1% |
| 7D | -6.9% | +2.2% | -9.1% | -6.8% |
| 30D | +3.7% | -32.6% | +36.4% | +4.2% |
| 3M | -0.3% | -35.5% | +35.2% | +0.1% |
| 6M | +5.1% | -45.6% | +50.6% | +5.8% |
| YTD | +18.4% | +30.7% | -12.3% | +18.1% |
| 1Y | +26.3% | +28.4% | -2.1% | +25.9% |
| All | +63.5% | +301.8% | -238.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling