+45.8%
MNST vs MTSI
+59.5%
-13.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +6.8% | -10.7% | +17.4% | +6.3% |
| 30D | +12.0% | -29.0% | +41.0% | +11.1% |
| 3M | +3.5% | -14.7% | +18.2% | +2.8% |
| 6M | +29.7% | -20.1% | +49.7% | +28.2% |
| YTD | +27.2% | +36.1% | -8.9% | +28.2% |
| 1Y | +45.8% | +61.7% | -15.9% | +51.7% |
| All | +45.8% | +59.5% | -13.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling