+106.3%
MNST vs LTH
+180.7%
-74.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | +5.1% | +15.7% | -10.6% | +3.1% |
| 3M | -0.5% | +5.0% | -5.5% | -1.2% |
| 6M | +8.1% | +37.7% | -29.5% | +3.7% |
| YTD | +21.2% | +75.0% | -53.8% | +12.3% |
| 1Y | +30.7% | +82.6% | -51.9% | +20.4% |
| 3Y | +67.3% | +241.3% | -174.0% | +38.1% |
| 5Y | +101.9% | +135.4% | -33.6% | +63.1% |
| All | +106.3% | +180.7% | -74.4% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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