+77.9%
MNST vs GFI
+512.6%
-434.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | +4.7% | -8.3% | -3.8% |
| 30D | -6.3% | +14.4% | -20.7% | -7.1% |
| 3M | -5.0% | +32.5% | -37.5% | -6.8% |
| 6M | +13.1% | -7.2% | +20.3% | +13.2% |
| YTD | +11.8% | +10.9% | +0.9% | +10.3% |
| 1Y | +35.2% | +35.5% | -0.2% | +31.4% |
| 3Y | +52.0% | +312.1% | -260.1% | +35.6% |
| 5Y | +77.9% | +524.6% | -446.7% | +50.1% |
| All | +77.9% | +512.6% | -434.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling