+548,301.9%
MNST vs MSI
+4,035.2%
+544,266.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -3.7% | -2.8% | -5.9% |
| 30D | -7.2% | +6.8% | -14.0% | -8.3% |
| 3M | -1.0% | +14.3% | -15.3% | -3.3% |
| 6M | +11.5% | -1.6% | +13.1% | +11.2% |
| YTD | +14.3% | +22.8% | -8.5% | +9.7% |
| 1Y | +38.1% | -1.1% | +39.2% | +37.4% |
| 3Y | +55.0% | +70.5% | -15.5% | +39.7% |
| 5Y | +79.6% | +102.8% | -23.2% | +56.9% |
| 10Y | +241.8% | +597.4% | -355.6% | +145.7% |
| All | +548,301.9% | +4,035.2% | +544,266.7% | +379,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling