+77.5%
MNST vs MSTZ
-99.2%
+176.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | +2.0% |
| 7D | +1.6% | +30.8% | -29.2% | +1.9% |
| 30D | +5.1% | +41.2% | -36.1% | +5.5% |
| 3M | -0.5% | -60.9% | +60.4% | -1.1% |
| 6M | +8.1% | -15.7% | +23.8% | +9.0% |
| YTD | +21.2% | -75.2% | +96.4% | +21.3% |
| 1Y | +30.7% | -59.8% | +90.5% | +31.7% |
| All | +77.5% | -99.2% | +176.7% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling