+240.4%
MNST vs FTI
+304.2%
-63.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -4.5% | +12.3% | -16.8% | -5.6% |
| 3M | -2.5% | +13.8% | -16.2% | -3.8% |
| 6M | +14.1% | +24.3% | -10.1% | +11.4% |
| YTD | +12.6% | +75.8% | -63.2% | +6.1% |
| 1Y | +36.9% | +99.6% | -62.7% | +27.3% |
| 3Y | +53.1% | +278.4% | -225.3% | +31.6% |
| 5Y | +78.2% | +1,168.7% | -1,090.5% | +29.9% |
| 10Y | +240.4% | +297.5% | -57.1% | +154.1% |
| All | +240.4% | +304.2% | -63.9% | +154.1% |
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