+283.4%
MNST vs IR
+342.0%
-58.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -1.2% |
| 7D | -5.0% | +5.0% | -10.0% | -6.0% |
| 30D | +4.6% | +10.3% | -5.7% | +2.3% |
| 3M | +1.0% | -0.1% | +1.1% | +0.8% |
| 6M | +5.8% | +14.8% | -9.0% | +2.2% |
| YTD | +19.1% | +9.7% | +9.3% | +15.4% |
| 1Y | +30.9% | +12.2% | +18.7% | +26.1% |
| 3Y | +65.7% | +30.0% | +35.7% | +49.8% |
| 5Y | +99.0% | +46.8% | +52.1% | +71.3% |
| All | +283.4% | +342.0% | -58.7% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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