+313.1%
MNST vs FLUT
-26.1%
+339.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -5.0% | -6.5% | +1.5% | -4.6% |
| 30D | +4.6% | +2.8% | +1.8% | +4.4% |
| 3M | +1.0% | -13.5% | +14.5% | +1.7% |
| 6M | +5.8% | -19.0% | +24.8% | +6.7% |
| YTD | +19.1% | -61.9% | +80.9% | +25.3% |
| 1Y | +30.9% | -63.2% | +94.1% | +37.9% |
| 3Y | +65.7% | -46.0% | +111.7% | +67.9% |
| 5Y | +99.0% | -51.8% | +150.7% | +98.0% |
| 10Y | +313.1% | -26.1% | +339.1% | +319.6% |
| All | +313.1% | -26.1% | +339.1% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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