+203,865.7%
MNST vs INSM
-21.1%
+203,886.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.5% | +6.5% | -13.0% | -6.7% |
| 30D | -7.2% | +27.5% | -34.8% | -8.2% |
| 3M | -1.0% | +20.4% | -21.4% | -1.9% |
| 6M | +11.5% | -15.7% | +27.2% | +11.6% |
| YTD | +14.3% | -27.4% | +41.7% | +15.0% |
| 1Y | +38.1% | -11.4% | +49.5% | +37.8% |
| 3Y | +55.0% | +457.8% | -402.8% | +41.5% |
| 5Y | +79.6% | +343.0% | -263.3% | +64.0% |
| 10Y | +241.8% | +848.1% | -606.3% | +193.5% |
| All | +203,865.7% | -21.1% | +203,886.8% | +155,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling