+241.7%
MNST vs MAS
+137.9%
+103.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | -7.2% | -5.6% | -1.7% | -5.7% |
| 3M | -1.0% | +4.4% | -5.5% | -3.2% |
| 6M | +11.5% | +7.2% | +4.3% | +7.5% |
| YTD | +14.3% | +16.1% | -1.8% | +6.7% |
| 1Y | +38.1% | +0.1% | +38.0% | +35.2% |
| 3Y | +55.0% | +28.3% | +26.7% | +33.5% |
| 5Y | +79.6% | +30.5% | +49.2% | +50.1% |
| All | +241.7% | +137.9% | +103.8% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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