+118.9%
MNST vs GFS
-11.4%
+130.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.2% |
| 7D | +1.6% | +7.4% | -5.8% | +0.9% |
| 30D | +5.1% | -15.3% | +20.3% | +6.5% |
| 3M | -0.5% | -21.1% | +20.6% | +1.4% |
| 6M | +8.1% | -44.5% | +52.6% | +13.3% |
| YTD | +21.2% | +19.2% | +2.0% | +14.2% |
| 1Y | +30.7% | +27.2% | +3.5% | +22.0% |
| 3Y | +67.3% | -20.1% | +87.4% | +62.2% |
| 5Y | +101.9% | -25.6% | +127.5% | +92.5% |
| All | +118.9% | -11.4% | +130.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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