+248.4%
MNST vs INSM
+841.5%
-593.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.9% |
| 7D | -3.6% | +1.7% | -5.3% | -3.6% |
| 30D | -6.3% | -4.4% | -1.9% | -6.1% |
| 3M | -5.0% | +30.0% | -35.0% | -6.3% |
| 6M | +13.1% | -10.0% | +23.2% | +13.0% |
| YTD | +11.8% | -26.0% | +37.7% | +12.6% |
| 1Y | +35.2% | -12.5% | +47.7% | +34.9% |
| 3Y | +52.0% | +390.5% | -338.5% | +36.3% |
| 5Y | +77.9% | +357.7% | -279.9% | +57.5% |
| 10Y | +248.4% | +877.2% | -628.8% | +200.2% |
| All | +248.4% | +841.5% | -593.1% | +200.2% |
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