+212,011.3%
MNST vs INSM
-26.2%
+212,037.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -4.7% | +8.6% | -13.3% | -5.0% |
| 30D | +5.2% | +22.0% | -16.8% | +4.4% |
| 3M | -0.9% | -10.7% | +9.9% | -0.6% |
| 6M | +6.1% | +1.8% | +4.4% | +5.7% |
| YTD | +18.9% | -32.2% | +51.0% | +19.8% |
| 1Y | +29.3% | -39.3% | +68.6% | +30.7% |
| 3Y | +64.9% | +397.1% | -332.3% | +51.1% |
| 5Y | +98.0% | +270.6% | -172.6% | +81.9% |
| 10Y | +334.8% | +717.1% | -382.3% | +275.3% |
| All | +212,011.3% | -26.2% | +212,037.5% | +161,496.7% |
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