+313.1%
MNST vs FTV
+113.3%
+199.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -5.0% | +0.4% | -5.3% | -5.1% |
| 30D | +4.6% | +17.2% | -12.6% | -1.3% |
| 3M | +1.0% | +8.9% | -7.8% | -2.2% |
| 6M | +5.8% | +11.3% | -5.5% | +1.2% |
| YTD | +19.1% | +21.9% | -2.9% | +9.1% |
| 1Y | +30.9% | +31.6% | -0.7% | +16.3% |
| 3Y | +65.7% | +38.1% | +27.7% | +40.1% |
| 5Y | +99.0% | +15.7% | +83.3% | +78.1% |
| 10Y | +313.1% | +107.5% | +205.6% | +181.9% |
| All | +313.1% | +113.3% | +199.7% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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