+63.5%
MNST vs MSI
+77.7%
-14.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -6.9% | +7.7% | -14.6% | -7.4% |
| 30D | +3.7% | +19.9% | -16.2% | +2.4% |
| 3M | -0.3% | +14.9% | -15.2% | -1.3% |
| 6M | +5.1% | +37.2% | -32.2% | +3.2% |
| YTD | +18.4% | +40.8% | -22.3% | +13.9% |
| 1Y | +26.3% | +38.1% | -11.9% | +21.9% |
| All | +63.5% | +77.7% | -14.2% | +43.9% |
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