+35.4%
MNST vs FRMI
-93.4%
+128.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.1% |
| 7D | -5.0% | -24.7% | +19.8% | -5.2% |
| 30D | +4.6% | -51.6% | +56.2% | +3.9% |
| 3M | +1.0% | -73.1% | +74.2% | 0.0% |
| 6M | +5.8% | -68.3% | +74.0% | +4.6% |
| YTD | +19.1% | -79.3% | +98.3% | +17.5% |
| 1Y | +30.9% | -93.2% | +124.1% | +26.5% |
| All | +35.4% | -93.4% | +128.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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