+328.4%
MNST vs MTSI
+454.4%
-126.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -3.9% | -3.8% | -0.1% | -3.8% |
| 30D | +3.9% | -31.4% | +35.3% | +7.4% |
| 3M | -0.8% | -23.8% | +22.9% | +0.7% |
| 6M | +5.1% | -37.1% | +42.2% | +8.1% |
| YTD | +18.3% | +32.2% | -14.0% | +10.1% |
| 1Y | +29.5% | +26.9% | +2.6% | +20.9% |
| 3Y | +64.0% | +193.7% | -129.7% | +31.6% |
| 5Y | +97.2% | +218.0% | -120.9% | +53.4% |
| 10Y | +328.4% | +477.8% | -149.3% | +182.1% |
| All | +328.4% | +454.4% | -126.0% | +182.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling