+62.9%
MNST vs NSC
+74.1%
-11.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.8% |
| 7D | -3.4% | -6.6% | +3.2% | -1.9% |
| 30D | +6.6% | +2.2% | +4.5% | +6.2% |
| 3M | -2.9% | -6.2% | +3.3% | -1.5% |
| 6M | +18.4% | +1.7% | +16.8% | +18.0% |
| YTD | +19.3% | +12.2% | +7.0% | +16.3% |
| 1Y | +37.9% | +15.4% | +22.5% | +33.7% |
| 3Y | +62.9% | +73.3% | -10.5% | +42.7% |
| All | +62.9% | +74.1% | -11.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling