+224.0%
MNST vs GH
+459.8%
-235.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -3.9% | -11.2% | +7.3% | -2.8% |
| 30D | +3.9% | -7.2% | +11.1% | +4.5% |
| 3M | -0.8% | -7.1% | +6.3% | -0.4% |
| 6M | +5.1% | +62.3% | -57.2% | -1.0% |
| YTD | +18.3% | +52.1% | -33.8% | +11.6% |
| 1Y | +29.5% | +58.6% | -29.2% | +21.5% |
| 3Y | +64.0% | +619.9% | -555.8% | +23.8% |
| 5Y | +97.2% | +49.7% | +47.5% | +70.6% |
| All | +224.0% | +459.8% | -235.8% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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