+548,301.9%
MNST vs GFI
+688.7%
+547,613.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -6.5% | +3.1% | -9.6% | -6.6% |
| 30D | -7.2% | +27.1% | -34.3% | -8.2% |
| 3M | -1.0% | +21.2% | -22.2% | -2.0% |
| 6M | +11.5% | -4.5% | +16.0% | +11.3% |
| YTD | +14.3% | +11.7% | +2.6% | +13.2% |
| 1Y | +38.1% | +46.0% | -7.9% | +34.9% |
| 3Y | +55.0% | +309.6% | -254.6% | +43.7% |
| 5Y | +79.6% | +506.0% | -426.4% | +62.2% |
| 10Y | +241.8% | +1,009.2% | -767.4% | +194.0% |
| All | +548,301.9% | +688.7% | +547,613.2% | +440,775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling