+354.7%
MNST vs HAS
+97.5%
+257.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +5.1% | +26.3% | -21.2% | -0.3% |
| 3M | -0.5% | +25.6% | -26.1% | -5.5% |
| 6M | +8.1% | +30.3% | -22.1% | +1.5% |
| YTD | +21.2% | +50.4% | -29.2% | +9.7% |
| 1Y | +30.7% | +57.7% | -27.0% | +16.9% |
| 3Y | +67.3% | +213.4% | -146.1% | +23.1% |
| 5Y | +101.9% | +49.1% | +52.8% | +77.7% |
| All | +354.7% | +97.5% | +257.2% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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