+598,486.6%
MNST vs MOS
+122.8%
+598,363.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.3% |
| 7D | +3.2% | +22.5% | -19.3% | +0.1% |
| 30D | +10.6% | +6.6% | +4.0% | +9.2% |
| 3M | +1.3% | -3.8% | +5.1% | +1.3% |
| 6M | +26.2% | -2.2% | +28.4% | +25.5% |
| YTD | +24.8% | -4.8% | +29.5% | +23.7% |
| 1Y | +40.9% | -11.7% | +52.7% | +41.0% |
| 3Y | +72.2% | -26.5% | +98.7% | +73.7% |
| 5Y | +108.8% | -32.2% | +141.0% | +105.7% |
| 10Y | +324.4% | +10.2% | +314.3% | +258.5% |
| All | +598,486.6% | +122.8% | +598,363.8% | +347,047.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling