+74.4%
MNST vs MSTU
-90.1%
+164.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | -0.1% |
| 7D | -5.0% | -9.3% | +4.3% | -4.9% |
| 30D | +4.6% | -38.3% | +42.9% | +5.0% |
| 3M | +1.0% | +24.0% | -23.0% | +0.3% |
| 6M | +5.8% | -72.1% | +77.9% | +6.8% |
| YTD | +19.1% | -70.2% | +89.3% | +19.3% |
| 1Y | +30.9% | -89.6% | +120.5% | +32.7% |
| All | +74.4% | -90.1% | +164.4% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling