+303.0%
MNST vs MOD
+911.6%
-608.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.7% | -10.1% | -4.8% |
| 7D | -3.4% | -25.5% | +22.1% | -1.8% |
| 30D | +6.6% | -49.0% | +55.6% | +11.1% |
| 3M | -2.9% | -49.8% | +46.9% | +1.0% |
| 6M | +18.4% | -64.8% | +83.2% | +25.6% |
| YTD | +19.3% | -27.6% | +46.9% | +18.8% |
| 1Y | +37.9% | -35.2% | +73.1% | +38.0% |
| 3Y | +62.9% | +137.1% | -74.3% | +35.6% |
| 5Y | +99.6% | +760.3% | -660.7% | +37.6% |
| All | +303.0% | +911.6% | -608.6% | +168.7% |
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