+248.4%
MNST vs NSC
+324.0%
-75.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -3.6% | -2.0% | -1.5% | -2.9% |
| 30D | -6.3% | -3.2% | -3.1% | -5.3% |
| 3M | -5.0% | +3.9% | -8.9% | -6.4% |
| 6M | +13.1% | +7.8% | +5.4% | +9.9% |
| YTD | +11.8% | +13.4% | -1.7% | +6.5% |
| 1Y | +35.2% | +20.3% | +14.9% | +26.1% |
| 3Y | +52.0% | +76.1% | -24.1% | +20.5% |
| 5Y | +77.9% | +45.0% | +32.9% | +49.1% |
| 10Y | +248.4% | +335.7% | -87.3% | +110.8% |
| All | +248.4% | +324.0% | -75.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NSC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling