+44.3%
MNST vs GLXY
-40.0%
+84.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -3.9% | -16.2% | +12.3% | -4.1% |
| 30D | +3.9% | -30.6% | +34.5% | +3.6% |
| 3M | -0.8% | -27.7% | +26.9% | -1.1% |
| 6M | +5.1% | -53.3% | +58.4% | +5.1% |
| YTD | +18.3% | -36.9% | +55.2% | +17.7% |
| 1Y | +29.5% | -55.6% | +85.1% | +28.7% |
| All | +44.3% | -40.0% | +84.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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