+101.3%
MNST vs GIS
-30.4%
+131.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.7% |
| 7D | -3.4% | +3.6% | -7.0% | -4.3% |
| 30D | +6.6% | +13.9% | -7.3% | +2.9% |
| 3M | -2.9% | +0.3% | -3.2% | -3.2% |
| 6M | +18.4% | +5.0% | +13.5% | +16.1% |
| YTD | +19.3% | -18.4% | +37.6% | +25.3% |
| 1Y | +37.9% | -17.4% | +55.3% | +44.1% |
| 3Y | +62.9% | -36.9% | +99.8% | +84.0% |
| All | +101.3% | -30.4% | +131.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling