+248.4%
MNST vs FLR
+17.1%
+231.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.5% |
| 7D | -3.6% | -3.1% | -0.4% | -3.4% |
| 30D | -6.3% | +4.9% | -11.2% | -6.6% |
| 3M | -5.0% | +10.8% | -15.8% | -5.8% |
| 6M | +13.1% | +19.7% | -6.5% | +11.1% |
| YTD | +11.8% | +38.4% | -26.6% | +8.5% |
| 1Y | +35.2% | +34.7% | +0.6% | +31.3% |
| 3Y | +52.0% | +56.7% | -4.7% | +42.9% |
| 5Y | +77.9% | +241.6% | -163.8% | +54.8% |
| 10Y | +248.4% | +20.2% | +228.2% | +228.4% |
| All | +248.4% | +17.1% | +231.3% | +228.4% |
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