+346.0%
MNST vs FTI
+183.5%
+162.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -4.7% | +5.4% | -10.1% | -5.2% |
| 30D | +5.2% | -8.2% | +13.4% | +5.9% |
| 3M | -0.9% | -13.7% | +12.8% | +0.3% |
| 6M | +6.1% | -11.2% | +17.3% | +6.9% |
| YTD | +18.9% | +46.0% | -27.1% | +13.8% |
| 1Y | +29.3% | +51.8% | -22.5% | +23.2% |
| 3Y | +64.9% | +206.7% | -141.9% | +44.3% |
| 5Y | +98.0% | +862.0% | -764.0% | +48.3% |
| All | +346.0% | +183.5% | +162.5% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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