+346.0%
MNST vs FLR
+8.6%
+337.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.5% |
| 7D | -4.7% | +10.1% | -14.8% | -5.3% |
| 30D | +5.2% | -0.5% | +5.7% | +5.2% |
| 3M | -0.9% | -4.8% | +3.9% | -0.8% |
| 6M | +6.1% | +10.7% | -4.6% | +4.9% |
| YTD | +18.9% | +25.0% | -6.1% | +16.0% |
| 1Y | +29.3% | +8.3% | +21.0% | +27.3% |
| 3Y | +64.9% | +36.8% | +28.0% | +56.2% |
| 5Y | +98.0% | +121.8% | -23.8% | +78.0% |
| All | +346.0% | +8.6% | +337.4% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling