+354.7%
MNST vs NSC
+296.2%
+58.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.5% |
| 7D | +1.6% | +2.5% | -0.9% | +0.7% |
| 30D | +5.1% | +1.7% | +3.4% | +4.4% |
| 3M | -0.5% | -2.6% | +2.1% | +0.3% |
| 6M | +8.1% | +6.4% | +1.7% | +5.5% |
| YTD | +21.2% | +15.5% | +5.7% | +14.7% |
| 1Y | +30.7% | +17.6% | +13.1% | +22.8% |
| 3Y | +67.3% | +75.0% | -7.7% | +32.9% |
| 5Y | +101.9% | +32.2% | +69.7% | +75.5% |
| All | +354.7% | +296.2% | +58.5% | +194.8% |
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 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