+191.0%
MNST vs FOXA
+90.8%
+100.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -6.5% | -4.0% | -2.5% | -5.8% |
| 30D | -7.2% | +12.0% | -19.2% | -9.3% |
| 3M | -1.0% | +0.3% | -1.3% | -1.7% |
| 6M | +11.5% | +12.5% | -1.0% | +8.0% |
| YTD | +14.3% | -9.6% | +23.9% | +15.5% |
| 1Y | +38.1% | +8.6% | +29.5% | +33.9% |
| 3Y | +55.0% | +118.5% | -63.6% | +27.4% |
| 5Y | +79.6% | +88.8% | -9.1% | +50.7% |
| All | +191.0% | +90.8% | +100.2% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling