+78.2%
MNST vs MSI
+100.4%
-22.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -4.1% | -5.8% | +1.7% | -2.5% |
| 30D | -4.5% | -1.0% | -3.5% | -4.2% |
| 3M | -2.5% | +14.2% | -16.6% | -6.2% |
| 6M | +14.1% | +1.0% | +13.1% | +13.3% |
| YTD | +12.6% | +21.5% | -8.9% | +4.0% |
| 1Y | +36.9% | -2.1% | +39.1% | +37.3% |
| 3Y | +53.1% | +69.3% | -16.2% | +15.6% |
| 5Y | +78.2% | +99.3% | -21.1% | +21.4% |
| All | +78.2% | +100.4% | -22.2% | +21.4% |
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 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