+30.3%
MNST vs GAP
-4.6%
+34.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | +4.6% | -4.3% | +8.9% | +4.9% |
| 3M | +1.0% | +9.4% | -8.4% | +0.4% |
| 6M | +5.8% | -3.3% | +9.1% | +5.5% |
| YTD | +19.1% | -10.5% | +29.6% | +20.1% |
| All | +30.3% | -4.6% | +34.9% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling