+184.5%
MNST vs FOXA
+86.3%
+98.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -3.6% | -5.4% | +1.9% | -2.6% |
| 30D | -6.3% | +1.1% | -7.4% | -6.5% |
| 3M | -5.0% | -6.1% | +1.2% | -4.4% |
| 6M | +13.1% | +8.2% | +4.9% | +10.4% |
| YTD | +11.8% | -11.8% | +23.5% | +13.5% |
| 1Y | +35.2% | +9.9% | +25.3% | +30.7% |
| 3Y | +52.0% | +110.7% | -58.7% | +25.9% |
| 5Y | +77.9% | +86.9% | -9.1% | +49.4% |
| All | +184.5% | +86.3% | +98.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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