+30.3%
MNST vs FN
-20.4%
+50.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.0% | +0.3% |
| 7D | -5.0% | +16.3% | -21.2% | -4.1% |
| 30D | +4.6% | -24.7% | +29.3% | +4.3% |
| 3M | +1.0% | -34.9% | +35.9% | +0.4% |
| 6M | +5.8% | -41.1% | +46.9% | +5.3% |
| YTD | +19.1% | -19.6% | +38.7% | +17.9% |
| All | +30.3% | -20.4% | +50.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling