+333.2%
MNST vs INSM
+750.4%
-417.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | -6.9% | +9.8% | -16.6% | -7.3% |
| 30D | +3.7% | +22.5% | -18.8% | +2.8% |
| 3M | -0.3% | -8.9% | +8.6% | 0.0% |
| 6M | +5.1% | +16.2% | -11.1% | +3.8% |
| YTD | +18.4% | -30.6% | +49.0% | +19.5% |
| 1Y | +26.3% | -37.7% | +63.9% | +27.9% |
| 3Y | +64.3% | +408.4% | -344.2% | +46.2% |
| 5Y | +96.8% | +279.6% | -182.8% | +75.6% |
| 10Y | +333.2% | +735.6% | -402.4% | +270.8% |
| All | +333.2% | +750.4% | -417.1% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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