+53.1%
MNST vs GFI
+317.3%
-264.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -4.1% | +5.7% | -9.8% | -4.4% |
| 30D | -4.5% | +15.6% | -20.1% | -5.3% |
| 3M | -2.5% | +31.5% | -34.0% | -4.2% |
| 6M | +14.1% | -3.7% | +17.9% | +14.1% |
| YTD | +12.6% | +11.2% | +1.3% | +11.3% |
| 1Y | +36.9% | +36.4% | +0.6% | +33.1% |
| 3Y | +53.1% | +313.5% | -260.4% | +34.7% |
| All | +53.1% | +317.3% | -264.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling