+36.1%
MNST vs GWRE
-44.7%
+80.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -1.0% | -13.2% | +12.3% | -1.0% |
| 30D | -5.6% | -18.6% | +13.0% | -5.6% |
| 3M | -5.7% | +18.9% | -24.6% | -4.8% |
| 6M | +12.0% | -11.0% | +22.9% | +12.3% |
| YTD | +13.2% | -29.9% | +43.1% | +17.4% |
| 1Y | +36.1% | -44.3% | +80.4% | +44.0% |
| All | +36.1% | -44.7% | +80.7% | +44.0% |
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