+67.3%
MNST vs MSI
+76.4%
-9.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.6% | +3.2% | -1.6% | +1.4% |
| 30D | +5.1% | +17.6% | -12.5% | +3.8% |
| 3M | -0.5% | +14.5% | -15.0% | -1.5% |
| 6M | +8.1% | +34.3% | -26.1% | +6.3% |
| YTD | +21.2% | +39.7% | -18.5% | +16.6% |
| 1Y | +30.7% | +40.2% | -9.4% | +25.7% |
| 3Y | +67.3% | +77.1% | -9.8% | +47.3% |
| All | +67.3% | +76.4% | -9.1% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling