+108.8%
MNST vs MTSI
+153.3%
-44.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.4% | +16.5% | -0.7% |
| 7D | +3.2% | -24.6% | +27.8% | +4.9% |
| 30D | +10.6% | -45.7% | +56.3% | +14.9% |
| 3M | +1.3% | -27.7% | +29.0% | +2.2% |
| 6M | +26.2% | -37.3% | +63.5% | +27.9% |
| YTD | +24.8% | +11.1% | +13.6% | +17.9% |
| 1Y | +40.9% | +27.2% | +13.8% | +30.6% |
| 3Y | +72.2% | +153.7% | -81.5% | +31.8% |
| 5Y | +108.8% | +159.0% | -50.2% | +51.9% |
| All | +108.8% | +153.3% | -44.5% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling