+354.7%
MNST vs FLUT
-26.8%
+381.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.6% |
| 30D | +5.1% | +9.3% | -4.2% | +4.5% |
| 3M | -0.5% | -17.5% | +17.0% | +0.5% |
| 6M | +8.1% | -14.6% | +22.7% | +8.8% |
| YTD | +21.2% | -62.3% | +83.5% | +27.6% |
| 1Y | +30.7% | -59.6% | +90.4% | +37.0% |
| 3Y | +67.3% | -45.3% | +112.6% | +69.3% |
| 5Y | +101.9% | -50.4% | +152.3% | +100.8% |
| All | +354.7% | -26.8% | +381.5% | +365.5% |
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