+62.9%
MNST vs MTSI
+181.3%
-118.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.8% | -15.2% | -4.2% |
| 7D | -3.4% | -10.0% | +6.6% | -3.5% |
| 30D | +6.6% | -37.2% | +43.8% | +6.2% |
| 3M | -2.9% | -30.1% | +27.2% | -3.2% |
| 6M | +18.4% | -31.9% | +50.3% | +18.0% |
| YTD | +19.3% | +23.2% | -3.9% | +18.5% |
| 1Y | +37.9% | +26.4% | +11.5% | +36.9% |
| 3Y | +62.9% | +186.2% | -123.3% | +53.8% |
| All | +62.9% | +181.3% | -118.4% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling