+248.7%
MNST vs GFI
+1,081.9%
-833.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -2.2% | -5.1% | +2.9% | -2.0% |
| 30D | -5.4% | +13.4% | -18.8% | -6.0% |
| 3M | -5.5% | +36.2% | -41.8% | -7.1% |
| 6M | +12.4% | -9.8% | +22.2% | +12.5% |
| YTD | +12.4% | +7.7% | +4.7% | +11.4% |
| 1Y | +37.2% | +27.2% | +10.0% | +34.4% |
| 3Y | +52.9% | +300.3% | -247.4% | +40.5% |
| 5Y | +79.7% | +539.8% | -460.1% | +59.6% |
| All | +248.7% | +1,081.9% | -833.2% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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