+572,080.2%
MNST vs MSI
+4,457.4%
+567,622.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -3.4% | +4.7% | -8.1% | -4.2% |
| 30D | +6.6% | +14.8% | -8.1% | +4.1% |
| 3M | -2.9% | +8.8% | -11.7% | -4.3% |
| 6M | +18.4% | +19.3% | -0.9% | +14.4% |
| YTD | +19.3% | +35.3% | -16.1% | +12.6% |
| 1Y | +37.9% | +33.8% | +4.1% | +30.4% |
| 3Y | +62.9% | +74.4% | -11.6% | +46.3% |
| 5Y | +99.6% | +120.5% | -20.9% | +71.9% |
| 10Y | +305.7% | +685.2% | -379.5% | +186.1% |
| All | +572,080.2% | +4,457.4% | +567,622.8% | +389,651.9% |
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