+245.6%
MNST vs FLUT
-9.7%
+255.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -6.5% | -1.6% | -4.8% | -6.4% |
| 30D | -7.2% | +7.7% | -15.0% | -7.7% |
| 3M | -1.0% | -0.7% | -0.3% | -1.2% |
| 6M | +11.5% | -11.2% | +22.6% | +11.9% |
| YTD | +14.3% | -53.4% | +67.8% | +19.0% |
| 1Y | +38.1% | -65.8% | +103.9% | +46.3% |
| 3Y | +55.0% | -44.9% | +99.9% | +57.1% |
| 5Y | +79.6% | -49.7% | +129.3% | +77.6% |
| All | +245.6% | -9.7% | +255.3% | +246.1% |
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