+38.1%
MNST vs GWRE
-25.4%
+63.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -19.9% | +19.3% | -0.9% |
| 7D | -6.5% | -21.1% | +14.6% | -6.8% |
| 30D | -7.2% | +1.3% | -8.5% | -6.9% |
| 3M | -1.0% | +7.4% | -8.5% | -0.8% |
| 6M | +11.5% | +5.6% | +5.9% | +12.1% |
| YTD | +14.3% | -19.2% | +33.5% | +15.0% |
| 1Y | +38.1% | -25.1% | +63.3% | +39.9% |
| All | +38.1% | -25.4% | +63.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling