+313.1%
MNST vs KEY
+121.9%
+191.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +4.6% | +7.2% | -2.6% | +3.3% |
| 3M | +1.0% | -4.9% | +5.9% | +1.9% |
| 6M | +5.8% | +1.1% | +4.7% | +5.4% |
| YTD | +19.1% | +6.8% | +12.2% | +17.3% |
| 1Y | +30.9% | +23.3% | +7.6% | +25.6% |
| 3Y | +65.7% | +126.1% | -60.4% | +38.3% |
| 5Y | +99.0% | +15.2% | +83.8% | +85.8% |
| 10Y | +313.1% | +113.6% | +199.5% | +278.2% |
| All | +313.1% | +121.9% | +191.2% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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