+62.9%
MNST vs GFS
-27.1%
+90.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.6% |
| 7D | -3.4% | -7.8% | +4.4% | -3.2% |
| 30D | +6.6% | -19.7% | +26.3% | +7.5% |
| 3M | -2.9% | -23.1% | +20.2% | -2.1% |
| 6M | +18.4% | -46.4% | +64.8% | +21.2% |
| YTD | +19.3% | +11.0% | +8.2% | +14.8% |
| 1Y | +37.9% | +12.6% | +25.3% | +32.5% |
| 3Y | +62.9% | -24.9% | +87.8% | +57.8% |
| All | +62.9% | -27.1% | +90.0% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling