+333.2%
MNST vs FLUT
-22.9%
+356.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.1% |
| 7D | -6.9% | +4.5% | -11.4% | -7.1% |
| 30D | +3.7% | +9.2% | -5.5% | +3.2% |
| 3M | -0.3% | -13.7% | +13.4% | +0.4% |
| 6M | +5.1% | -9.0% | +14.1% | +5.3% |
| YTD | +18.4% | -60.2% | +78.7% | +24.3% |
| 1Y | +26.3% | -63.1% | +89.4% | +33.0% |
| 3Y | +64.3% | -42.5% | +106.7% | +65.7% |
| 5Y | +96.8% | -47.6% | +144.4% | +95.2% |
| 10Y | +333.2% | -22.9% | +356.1% | +341.0% |
| All | +333.2% | -22.9% | +356.1% | +341.0% |
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