+108.8%
MNST vs MOS
-31.6%
+140.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.1% |
| 7D | +3.2% | +22.5% | -19.3% | +1.9% |
| 30D | +10.6% | +6.6% | +4.0% | +10.0% |
| 3M | +1.3% | -3.8% | +5.1% | +1.3% |
| 6M | +26.2% | -2.2% | +28.4% | +25.9% |
| YTD | +24.8% | -4.8% | +29.5% | +24.3% |
| 1Y | +40.9% | -11.7% | +52.7% | +41.0% |
| 3Y | +72.2% | -26.5% | +98.7% | +72.3% |
| 5Y | +108.8% | -32.2% | +141.0% | +92.1% |
| All | +108.8% | -31.6% | +140.4% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling