+241.7%
MNST vs MOS
+5.8%
+235.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -6.5% | +9.5% | -16.0% | -7.5% |
| 30D | -7.2% | +10.4% | -17.6% | -8.4% |
| 3M | -1.0% | +12.9% | -13.9% | -2.7% |
| 6M | +11.5% | +1.2% | +10.2% | +10.5% |
| YTD | +14.3% | +9.3% | +5.0% | +12.0% |
| 1Y | +38.1% | -18.0% | +56.1% | +39.8% |
| 3Y | +55.0% | -29.0% | +84.0% | +57.3% |
| 5Y | +79.6% | -9.6% | +89.2% | +68.6% |
| All | +241.7% | +5.8% | +235.9% | +195.4% |
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