+927.8%
MNST vs GWRE
+844.6%
+83.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | +5.1% | -4.1% | +9.1% | +5.6% |
| 3M | -0.5% | -13.4% | +12.9% | +0.9% |
| 6M | +8.1% | +26.0% | -17.8% | +1.8% |
| YTD | +21.2% | -21.3% | +42.5% | +22.7% |
| 1Y | +30.7% | -27.5% | +58.2% | +34.2% |
| 3Y | +67.3% | +72.7% | -5.4% | +38.7% |
| 5Y | +101.9% | +26.4% | +75.5% | +75.0% |
| 10Y | +343.3% | +169.3% | +174.0% | +225.1% |
| All | +927.8% | +844.6% | +83.2% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling