+598,486.6%
MNST vs MSI
+4,479.6%
+594,007.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.6% |
| 7D | +3.2% | +5.1% | -1.9% | +2.3% |
| 30D | +10.6% | +13.3% | -2.7% | +8.2% |
| 3M | +1.3% | +18.3% | -17.0% | -1.7% |
| 6M | +26.2% | +18.7% | +7.5% | +22.0% |
| YTD | +24.8% | +36.0% | -11.2% | +17.7% |
| 1Y | +40.9% | +32.6% | +8.4% | +33.4% |
| 3Y | +72.2% | +78.3% | -6.1% | +54.0% |
| 5Y | +108.8% | +121.6% | -12.8% | +79.7% |
| 10Y | +324.4% | +689.0% | -364.6% | +199.0% |
| All | +598,486.6% | +4,479.6% | +594,007.0% | +407,284.6% |
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