+84.2%
MNST vs MTSI
+320.9%
-236.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | -7.2% | +2.1% | -9.3% | -7.8% |
| 3M | -1.0% | -29.7% | +28.7% | +1.6% |
| 6M | +11.5% | +12.5% | -1.0% | +8.0% |
| YTD | +14.3% | +57.0% | -42.7% | +6.3% |
| 1Y | +38.1% | +103.9% | -65.8% | +23.5% |
| 3Y | +55.0% | +223.6% | -168.6% | +20.1% |
| All | +84.2% | +320.9% | -236.7% | +27.7% |
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