+103.3%
MNST vs GFS
-3.9%
+107.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.3% |
| 30D | -4.5% | -16.4% | +11.9% | -2.9% |
| 3M | -2.5% | -41.6% | +39.1% | +2.7% |
| 6M | +14.1% | -3.7% | +17.8% | +11.9% |
| YTD | +12.6% | +29.3% | -16.7% | +5.7% |
| 1Y | +36.9% | +37.1% | -0.2% | +27.0% |
| 3Y | +53.1% | -22.1% | +75.2% | +50.4% |
| All | +103.3% | -3.9% | +107.2% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling