+78.2%
MNST vs GIS
-21.0%
+99.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.1% |
| 7D | -4.1% | -8.3% | +4.2% | -1.8% |
| 30D | -4.5% | +2.2% | -6.7% | -5.1% |
| 3M | -2.5% | +15.7% | -18.2% | -6.5% |
| 6M | +14.1% | -12.0% | +26.1% | +18.0% |
| YTD | +12.6% | -15.0% | +27.5% | +17.1% |
| 1Y | +36.9% | -20.1% | +57.1% | +45.2% |
| 3Y | +53.1% | -34.6% | +87.7% | +71.4% |
| 5Y | +78.2% | -22.8% | +101.1% | +83.2% |
| All | +78.2% | -21.0% | +99.2% | +83.2% |
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