+96.8%
MNST vs MSI
+127.9%
-31.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -6.9% | +7.7% | -14.6% | -8.9% |
| 30D | +3.7% | +19.9% | -16.2% | -1.6% |
| 3M | -0.3% | +14.9% | -15.2% | -4.3% |
| 6M | +5.1% | +37.2% | -32.2% | -4.4% |
| YTD | +18.4% | +40.8% | -22.3% | +4.7% |
| 1Y | +26.3% | +38.1% | -11.9% | +12.4% |
| 3Y | +64.3% | +77.7% | -13.4% | +24.4% |
| 5Y | +96.8% | +129.0% | -32.2% | +25.7% |
| All | +96.8% | +127.9% | -31.1% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling