+328.4%
MNST vs NSC
+301.1%
+27.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -3.9% | -3.4% | -0.5% | -2.7% |
| 30D | +3.9% | +3.6% | +0.3% | +2.6% |
| 3M | -0.8% | -1.4% | +0.6% | -0.4% |
| 6M | +5.1% | +6.0% | -0.9% | +2.7% |
| YTD | +18.3% | +15.5% | +2.8% | +11.9% |
| 1Y | +29.5% | +16.2% | +13.3% | +22.2% |
| 3Y | +64.0% | +76.9% | -12.9% | +29.9% |
| 5Y | +97.2% | +29.3% | +67.9% | +73.0% |
| 10Y | +328.4% | +298.3% | +30.2% | +189.6% |
| All | +328.4% | +301.1% | +27.3% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling