+108.8%
MNST vs MOD
+720.4%
-611.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -1.7% |
| 7D | +3.2% | -34.2% | +37.3% | +4.3% |
| 30D | +10.6% | -51.9% | +62.5% | +12.9% |
| 3M | +1.3% | -53.0% | +54.3% | +3.3% |
| 6M | +26.2% | -66.4% | +92.6% | +30.0% |
| YTD | +24.8% | -31.5% | +56.3% | +24.0% |
| 1Y | +40.9% | -39.6% | +80.5% | +40.6% |
| 3Y | +72.2% | +116.8% | -44.6% | +43.8% |
| 5Y | +108.8% | +713.8% | -605.0% | +36.2% |
| All | +108.8% | +720.4% | -611.6% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling