+241.7%
MNST vs MTSI
+514.0%
-272.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | -7.2% | +2.1% | -9.3% | -7.9% |
| 3M | -1.0% | -29.7% | +28.7% | +2.1% |
| 6M | +11.5% | +12.5% | -1.0% | +7.8% |
| YTD | +14.3% | +57.0% | -42.7% | +5.7% |
| 1Y | +38.1% | +103.9% | -65.8% | +22.6% |
| 3Y | +55.0% | +223.6% | -168.6% | +24.7% |
| 5Y | +79.6% | +321.6% | -241.9% | +36.6% |
| All | +241.7% | +514.0% | -272.3% | +125.1% |
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