+313.1%
MNST vs FLR
+17.5%
+295.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.3% | -8.5% | -0.6% |
| 7D | -5.0% | +8.5% | -13.5% | -5.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | +1.0% | -11.7% | +12.7% | +1.5% |
| 6M | +5.8% | +16.2% | -10.4% | +4.3% |
| YTD | +19.1% | +27.0% | -7.9% | +16.1% |
| 1Y | +30.9% | +10.1% | +20.8% | +28.8% |
| 3Y | +65.7% | +46.2% | +19.5% | +56.3% |
| 5Y | +99.0% | +121.4% | -22.5% | +79.1% |
| 10Y | +313.1% | +11.0% | +302.1% | +301.0% |
| All | +313.1% | +17.5% | +295.6% | +301.0% |
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