+232.0%
MNST vs GH
+446.7%
-214.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.2% |
| 7D | +1.6% | +0.6% | +1.1% | +1.5% |
| 30D | +5.1% | -6.9% | +12.0% | +5.6% |
| 3M | -0.5% | -4.9% | +4.4% | -0.3% |
| 6M | +8.1% | +54.1% | -45.9% | +2.4% |
| YTD | +21.2% | +48.5% | -27.3% | +14.7% |
| 1Y | +30.7% | +61.2% | -30.4% | +22.5% |
| 3Y | +67.3% | +570.3% | -503.0% | +27.3% |
| 5Y | +101.9% | +46.1% | +55.7% | +75.1% |
| All | +232.0% | +446.7% | -214.6% | +151.9% |
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