+354.7%
MNST vs MOD
+1,079.7%
-724.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +27.9% | -25.9% | +0.1% |
| 7D | +1.6% | +40.4% | -38.8% | -0.8% |
| 30D | +5.1% | -14.0% | +19.1% | +5.6% |
| 3M | -0.5% | -33.3% | +32.9% | +1.5% |
| 6M | +8.1% | -51.4% | +59.5% | +12.2% |
| YTD | +21.2% | +1.6% | +19.6% | +17.7% |
| 1Y | +30.7% | +5.4% | +25.3% | +26.2% |
| 3Y | +67.3% | +191.0% | -123.7% | +37.6% |
| 5Y | +101.9% | +1,093.1% | -991.3% | +34.8% |
| All | +354.7% | +1,079.7% | -724.9% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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