+78.2%
MNST vs INSM
+342.6%
-264.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -4.1% | +2.8% | -6.9% | -4.2% |
| 30D | -4.5% | -4.7% | +0.2% | -4.4% |
| 3M | -2.5% | +32.6% | -35.1% | -3.3% |
| 6M | +14.1% | -10.9% | +25.0% | +14.2% |
| YTD | +12.6% | -28.2% | +40.8% | +13.3% |
| 1Y | +36.9% | -14.9% | +51.8% | +37.0% |
| 3Y | +53.1% | +375.6% | -322.5% | +45.4% |
| 5Y | +78.2% | +349.1% | -270.9% | +62.7% |
| All | +78.2% | +342.6% | -264.3% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling