+206.2%
MNST vs GH
+486.6%
-280.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -6.3% | -2.6% | -3.6% | -6.1% |
| 3M | -5.0% | +25.1% | -30.1% | -7.5% |
| 6M | +13.1% | +78.5% | -65.3% | +5.6% |
| YTD | +11.8% | +59.4% | -47.6% | +5.3% |
| 1Y | +35.2% | +173.9% | -138.6% | +19.3% |
| 3Y | +52.0% | +382.7% | -330.7% | +20.7% |
| 5Y | +77.9% | +24.4% | +53.4% | +57.8% |
| All | +206.2% | +486.6% | -280.4% | +131.3% |
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