+115.0%
MNST vs GFS
-13.5%
+128.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.6% |
| 7D | -5.0% | -3.1% | -1.8% | -4.8% |
| 30D | +4.6% | -16.0% | +20.6% | +6.1% |
| 3M | +1.0% | -24.7% | +25.7% | +3.4% |
| 6M | +5.8% | -45.1% | +50.9% | +10.9% |
| YTD | +19.1% | +16.5% | +2.6% | +12.4% |
| 1Y | +30.9% | +19.3% | +11.6% | +23.1% |
| 3Y | +65.7% | -20.0% | +85.7% | +60.3% |
| 5Y | +99.0% | -32.0% | +131.0% | +91.4% |
| All | +115.0% | -13.5% | +128.5% | +101.5% |
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