+879.7%
MNST vs MTSI
+1,120.6%
-240.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | +6.8% | -10.7% | +17.4% | +7.9% |
| 30D | +12.0% | -29.0% | +41.0% | +15.4% |
| 3M | +3.5% | -14.7% | +18.2% | +3.9% |
| 6M | +29.7% | -20.1% | +49.7% | +29.9% |
| YTD | +27.2% | +36.1% | -8.9% | +19.3% |
| 1Y | +45.8% | +61.7% | -15.9% | +33.7% |
| 3Y | +75.5% | +210.7% | -135.2% | +44.0% |
| 5Y | +122.1% | +212.8% | -90.7% | +79.3% |
| 10Y | +332.6% | +519.2% | -186.6% | +196.8% |
| All | +879.7% | +1,120.6% | -240.8% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling