+332.6%
MNST vs MSI
+672.0%
-339.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.9% | +7.4% | -11.3% | -6.4% |
| 30D | +3.9% | +18.7% | -14.8% | -2.5% |
| 3M | -0.8% | +14.5% | -15.3% | -5.7% |
| 6M | +5.1% | +38.1% | -33.0% | -7.0% |
| YTD | +18.3% | +38.7% | -20.4% | +2.8% |
| 1Y | +29.5% | +35.4% | -5.9% | +13.5% |
| 3Y | +64.0% | +75.1% | -11.1% | +25.5% |
| 5Y | +97.2% | +126.4% | -29.2% | +32.7% |
| All | +332.6% | +672.0% | -339.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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