+313.1%
MNST vs NTAP
+608.6%
-295.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -0.9% |
| 7D | -5.0% | -5.0% | 0.0% | -4.2% |
| 30D | +4.6% | -25.8% | +30.3% | +9.5% |
| 3M | +1.0% | -6.9% | +7.9% | +1.2% |
| 6M | +5.8% | +50.0% | -44.2% | -4.2% |
| YTD | +19.1% | +66.9% | -47.9% | +5.0% |
| 1Y | +30.9% | +58.3% | -27.3% | +16.5% |
| 3Y | +65.7% | +145.1% | -79.4% | +27.0% |
| 5Y | +99.0% | +114.2% | -15.2% | +55.6% |
| 10Y | +313.1% | +576.6% | -263.5% | +155.1% |
| All | +313.1% | +608.6% | -295.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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