+67.4%
MNST vs MSTZ
-99.3%
+166.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -6.5% | -29.7% | +23.2% | -6.7% |
| 30D | -7.2% | -65.3% | +58.1% | -8.1% |
| 3M | -1.0% | -57.3% | +56.3% | -1.4% |
| 6M | +11.5% | -61.6% | +73.1% | +11.3% |
| YTD | +14.3% | -78.3% | +92.6% | +14.0% |
| 1Y | +38.1% | -30.2% | +68.4% | +40.1% |
| All | +67.4% | -99.3% | +166.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling