+18.4%
MNST vs GFS
-48.7%
+67.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.0% |
| 7D | -3.4% | -7.8% | +4.4% | -3.7% |
| 30D | +6.6% | -19.7% | +26.3% | +5.7% |
| 3M | -2.9% | -23.1% | +20.2% | -3.8% |
| 6M | +18.4% | -46.4% | +64.8% | +17.3% |
| All | +18.4% | -48.7% | +67.1% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling