+213.2%
MNST vs GH
+481.7%
-268.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -7.2% | -1.1% | -6.1% | -7.3% |
| 3M | -1.0% | +21.3% | -22.3% | -3.4% |
| 6M | +11.5% | +73.5% | -62.0% | +4.4% |
| YTD | +14.3% | +58.0% | -43.7% | +7.8% |
| 1Y | +38.1% | +163.1% | -124.9% | +22.4% |
| 3Y | +55.0% | +361.0% | -306.1% | +23.7% |
| 5Y | +79.6% | +22.5% | +57.1% | +59.6% |
| All | +213.2% | +481.7% | -268.5% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling