+99.8%
MNST vs GWRE
+26.4%
+73.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +1.6% | -2.0% | +3.6% | +1.8% |
| 30D | +5.1% | -4.1% | +9.1% | +5.4% |
| 3M | -0.5% | -13.4% | +12.9% | +0.3% |
| 6M | +8.1% | +26.0% | -17.8% | +4.4% |
| YTD | +21.2% | -21.3% | +42.5% | +23.5% |
| 1Y | +30.7% | -27.5% | +58.2% | +34.7% |
| 3Y | +67.3% | +72.7% | -5.4% | +40.2% |
| All | +99.8% | +26.4% | +73.5% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling