+346.0%
MNST vs HAS
+99.1%
+246.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -4.7% | +1.6% | -6.3% | -5.1% |
| 30D | +5.2% | +26.6% | -21.4% | -0.2% |
| 3M | -0.9% | +29.0% | -29.9% | -6.4% |
| 6M | +6.1% | +30.6% | -24.4% | -0.4% |
| YTD | +18.9% | +51.5% | -32.6% | +7.4% |
| 1Y | +29.3% | +58.5% | -29.2% | +15.6% |
| 3Y | +64.9% | +214.1% | -149.2% | +21.3% |
| 5Y | +98.0% | +50.2% | +47.8% | +74.0% |
| All | +346.0% | +99.1% | +246.9% | +252.6% |
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