+87.5%
MNST vs FRSH
-72.5%
+160.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -6.6% | +5.6% | -0.4% |
| 30D | -5.6% | +2.1% | -7.7% | -5.8% |
| 3M | -5.7% | +29.0% | -34.6% | -7.8% |
| 6M | +12.0% | +48.6% | -36.7% | +7.8% |
| YTD | +13.2% | -2.9% | +16.2% | +12.8% |
| 1Y | +36.1% | -7.9% | +44.0% | +36.1% |
| 3Y | +52.9% | -46.5% | +99.4% | +58.3% |
| All | +87.5% | -72.5% | +160.0% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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