+101.3%
MNST vs NSC
+23.9%
+77.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.6% |
| 7D | -3.4% | -6.6% | +3.2% | -1.5% |
| 30D | +6.6% | +2.2% | +4.5% | +6.0% |
| 3M | -2.9% | -6.2% | +3.3% | -1.1% |
| 6M | +18.4% | +1.7% | +16.8% | +17.7% |
| YTD | +19.3% | +12.2% | +7.0% | +15.1% |
| 1Y | +37.9% | +15.4% | +22.5% | +32.0% |
| 3Y | +62.9% | +73.3% | -10.5% | +34.0% |
| All | +101.3% | +23.9% | +77.4% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling