+74.1%
MNST vs MSTZ
-99.2%
+173.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | +0.5% |
| 7D | -4.7% | +25.6% | -30.3% | -4.5% |
| 30D | +5.2% | +50.6% | -45.3% | +5.7% |
| 3M | -0.9% | -64.5% | +63.6% | -1.6% |
| 6M | +6.1% | -14.0% | +20.1% | +7.1% |
| YTD | +18.9% | -76.4% | +95.3% | +18.9% |
| 1Y | +29.3% | -56.2% | +85.6% | +30.5% |
| All | +74.1% | -99.2% | +173.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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