+106.5%
MNST vs GFS
-3.7%
+110.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -6.5% | +1.0% | -7.5% | -6.6% |
| 30D | -7.2% | -8.6% | +1.4% | -6.6% |
| 3M | -1.0% | -46.5% | +45.5% | +5.3% |
| 6M | +11.5% | -4.8% | +16.3% | +9.5% |
| YTD | +14.3% | +29.7% | -15.3% | +7.3% |
| 1Y | +38.1% | +35.8% | +2.3% | +28.3% |
| 3Y | +55.0% | -18.3% | +73.3% | +51.1% |
| All | +106.5% | -3.7% | +110.1% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling