+251.2%
MNST vs GWRE
+131.0%
+120.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.0% | -13.2% | +12.3% | +1.3% |
| 30D | -5.6% | -18.6% | +13.0% | -3.0% |
| 3M | -5.7% | +18.9% | -24.6% | -9.8% |
| 6M | +12.0% | -11.0% | +22.9% | +11.4% |
| YTD | +13.2% | -29.9% | +43.1% | +17.8% |
| 1Y | +36.1% | -44.3% | +80.4% | +48.4% |
| 3Y | +52.9% | +51.7% | +1.2% | +24.7% |
| 5Y | +81.0% | +15.4% | +65.5% | +55.9% |
| All | +251.2% | +131.0% | +120.2% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling