+101.3%
MNST vs FTI
+776.4%
-675.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.5% |
| 7D | -3.4% | -7.6% | +4.2% | -3.2% |
| 30D | +6.6% | -7.1% | +13.8% | +6.9% |
| 3M | -2.9% | -8.7% | +5.8% | -2.7% |
| 6M | +18.4% | -14.0% | +32.4% | +18.9% |
| YTD | +19.3% | +42.8% | -23.6% | +16.5% |
| 1Y | +37.9% | +50.4% | -12.5% | +34.3% |
| 3Y | +62.9% | +194.1% | -131.2% | +51.9% |
| All | +101.3% | +776.4% | -675.1% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling