+240.4%
MNST vs GAP
+34.2%
+206.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | -4.5% | +9.3% | -13.8% | -5.5% |
| 3M | -2.5% | +6.1% | -8.5% | -3.3% |
| 6M | +14.1% | -2.3% | +16.4% | +13.8% |
| YTD | +12.6% | -10.6% | +23.2% | +13.0% |
| 1Y | +36.9% | -4.4% | +41.4% | +36.0% |
| 3Y | +53.1% | +118.3% | -65.2% | +31.5% |
| 5Y | +78.2% | +12.2% | +66.0% | +60.9% |
| 10Y | +240.4% | +33.7% | +206.7% | +171.7% |
| All | +240.4% | +34.2% | +206.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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