+108.8%
MNST vs FN
+148.3%
-39.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.4% | -1.4% |
| 7D | +3.2% | -16.0% | +19.2% | +3.7% |
| 30D | +10.6% | -40.1% | +50.7% | +12.4% |
| 3M | +1.3% | -43.9% | +45.2% | +2.9% |
| 6M | +26.2% | -55.6% | +81.8% | +29.2% |
| YTD | +24.8% | -35.7% | +60.4% | +23.9% |
| 1Y | +40.9% | -39.8% | +80.8% | +40.2% |
| 3Y | +72.2% | +80.3% | -8.1% | +46.5% |
| 5Y | +108.8% | +143.3% | -34.5% | +57.4% |
| All | +108.8% | +148.3% | -39.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling