+62.9%
MNST vs GAP
+67.6%
-4.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -4.2% |
| 7D | -3.4% | -3.8% | +0.3% | -3.3% |
| 30D | +6.6% | -9.0% | +15.6% | +7.0% |
| 3M | -2.9% | +5.5% | -8.3% | -3.1% |
| 6M | +18.4% | -11.1% | +29.5% | +18.7% |
| YTD | +19.3% | -13.6% | +32.8% | +19.6% |
| 1Y | +37.9% | -2.9% | +40.8% | +37.8% |
| 3Y | +62.9% | +69.6% | -6.7% | +62.1% |
| All | +62.9% | +67.6% | -4.7% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling