+36.9%
MNST vs FLR
+36.1%
+0.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | -4.1% | +0.7% | -4.7% | -4.0% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | -2.5% | +14.3% | -16.8% | +0.3% |
| 6M | +14.1% | +25.6% | -11.5% | +17.9% |
| YTD | +12.6% | +42.9% | -30.3% | +18.8% |
| 1Y | +36.9% | +38.7% | -1.8% | +50.2% |
| All | +36.9% | +36.1% | +0.8% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling