+84.2%
MNST vs FLR
+242.2%
-158.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -6.5% | +5.4% | -11.9% | -6.5% |
| 30D | -7.2% | +11.4% | -18.6% | -7.3% |
| 3M | -1.0% | +11.4% | -12.4% | -1.2% |
| 6M | +11.5% | +16.6% | -5.1% | +10.9% |
| YTD | +14.3% | +41.7% | -27.4% | +12.7% |
| 1Y | +38.1% | +35.4% | +2.7% | +36.1% |
| 3Y | +55.0% | +57.3% | -2.3% | +46.1% |
| All | +84.2% | +242.2% | -158.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling