+572,080.2%
MNST vs GAP
+2,175.1%
+569,905.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -4.0% |
| 7D | -3.4% | -3.8% | +0.3% | -3.0% |
| 30D | +6.6% | -9.0% | +15.6% | +7.6% |
| 3M | -2.9% | +5.5% | -8.3% | -3.7% |
| 6M | +18.4% | -11.1% | +29.5% | +19.2% |
| YTD | +19.3% | -13.6% | +32.8% | +20.0% |
| 1Y | +37.9% | -2.9% | +40.8% | +36.9% |
| 3Y | +62.9% | +69.6% | -6.7% | +46.6% |
| 5Y | +99.6% | +5.4% | +94.2% | +83.3% |
| 10Y | +305.7% | +17.8% | +287.9% | +241.0% |
| All | +572,080.2% | +2,175.1% | +569,905.1% | +481,711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling