+251.2%
MNST vs MRSH
+218.8%
+32.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.0% | -4.8% | +3.8% | +1.5% |
| 30D | -5.6% | -6.3% | +0.7% | -2.4% |
| 3M | -5.7% | +5.8% | -11.5% | -8.8% |
| 6M | +12.0% | +2.8% | +9.2% | +8.9% |
| YTD | +13.2% | -3.1% | +16.3% | +13.0% |
| 1Y | +36.1% | -11.3% | +47.3% | +42.0% |
| 3Y | +52.9% | -5.0% | +57.8% | +50.8% |
| 5Y | +81.0% | +19.2% | +61.8% | +53.7% |
| All | +251.2% | +218.8% | +32.3% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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