+250.9%
MNST vs NSC
+330.1%
-79.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | -4.5% | -1.9% | -2.6% | -3.9% |
| 3M | -2.5% | +6.2% | -8.7% | -4.6% |
| 6M | +14.1% | +9.2% | +5.0% | +10.4% |
| YTD | +12.6% | +15.0% | -2.5% | +6.7% |
| 1Y | +36.9% | +21.1% | +15.9% | +27.4% |
| 3Y | +53.1% | +78.6% | -25.5% | +20.8% |
| 5Y | +78.2% | +45.9% | +32.3% | +49.2% |
| All | +250.9% | +330.1% | -79.1% | +111.3% |
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