+303.0%
MNST vs MTSI
+448.7%
-145.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.8% | -15.2% | -5.5% |
| 7D | -3.4% | -10.0% | +6.6% | -2.7% |
| 30D | +6.6% | -37.2% | +43.8% | +11.2% |
| 3M | -2.9% | -30.1% | +27.2% | -0.5% |
| 6M | +18.4% | -31.9% | +50.3% | +20.5% |
| YTD | +19.3% | +23.2% | -3.9% | +11.9% |
| 1Y | +37.9% | +26.4% | +11.5% | +28.7% |
| 3Y | +62.9% | +186.2% | -123.3% | +30.8% |
| 5Y | +99.6% | +187.0% | -87.5% | +57.2% |
| All | +303.0% | +448.7% | -145.7% | +161.2% |
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