+67.3%
MNST vs MKSI
+214.8%
-147.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.0% |
| 7D | +1.6% | +12.2% | -10.5% | +1.6% |
| 30D | +5.1% | -8.0% | +13.1% | +5.2% |
| 3M | -0.5% | -29.5% | +29.1% | 0.0% |
| 6M | +8.1% | -31.9% | +40.1% | +8.4% |
| YTD | +21.2% | +35.3% | -14.1% | +19.4% |
| 1Y | +30.7% | +50.3% | -19.5% | +28.6% |
| 3Y | +67.3% | +216.4% | -149.1% | +52.4% |
| All | +67.3% | +214.8% | -147.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling