+248.4%
MNST vs HIG
+314.4%
-66.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -6.3% | -2.8% | -3.5% | -5.6% |
| 3M | -5.0% | +6.3% | -11.3% | -6.7% |
| 6M | +13.1% | -0.1% | +13.2% | +12.9% |
| YTD | +11.8% | +0.4% | +11.3% | +11.2% |
| 1Y | +35.2% | +6.2% | +29.0% | +32.3% |
| 3Y | +52.0% | +101.6% | -49.6% | +23.5% |
| 5Y | +77.9% | +119.8% | -42.0% | +40.1% |
| 10Y | +248.4% | +311.7% | -63.3% | +152.7% |
| All | +248.4% | +314.4% | -66.0% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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