+303.0%
MNST vs MOS
+8.6%
+294.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -3.4% | +21.6% | -25.0% | -5.7% |
| 30D | +6.6% | +12.0% | -5.3% | +5.0% |
| 3M | -2.9% | -3.9% | +1.0% | -2.8% |
| 6M | +18.4% | -3.3% | +21.8% | +18.1% |
| YTD | +19.3% | -4.6% | +23.9% | +18.4% |
| 1Y | +37.9% | -7.0% | +44.9% | +37.1% |
| 3Y | +62.9% | -24.4% | +87.3% | +63.5% |
| 5Y | +99.6% | -32.1% | +131.7% | +95.0% |
| All | +303.0% | +8.6% | +294.4% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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