+62.9%
MNST vs MSI
+77.7%
-14.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -3.4% | +4.7% | -8.1% | -3.7% |
| 30D | +6.6% | +14.8% | -8.1% | +5.6% |
| 3M | -2.9% | +8.8% | -11.7% | -3.5% |
| 6M | +18.4% | +19.3% | -0.9% | +16.9% |
| YTD | +19.3% | +35.3% | -16.1% | +15.1% |
| 1Y | +37.9% | +33.8% | +4.1% | +33.3% |
| 3Y | +62.9% | +74.4% | -11.6% | +46.1% |
| All | +62.9% | +77.7% | -14.8% | +46.1% |
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