+226.8%
MNST vs FTV
+90.8%
+136.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.5% | -4.5% | -2.0% | -5.0% |
| 30D | -7.2% | -7.1% | -0.2% | -4.9% |
| 3M | -1.0% | -7.2% | +6.1% | +1.2% |
| 6M | +11.5% | -1.5% | +13.0% | +11.4% |
| YTD | +14.3% | +3.5% | +10.8% | +11.3% |
| 1Y | +38.1% | +20.3% | +17.8% | +26.5% |
| 3Y | +55.0% | -3.1% | +58.1% | +51.0% |
| 5Y | +79.6% | +2.3% | +77.3% | +68.0% |
| 10Y | +241.8% | +76.3% | +165.5% | +161.9% |
| All | +226.8% | +90.8% | +136.0% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling