+240.4%
MNST vs NTAP
+583.2%
-342.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -4.1% | +3.3% | -7.3% | -4.7% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -2.5% | +11.4% | -13.8% | -4.8% |
| 6M | +14.1% | +88.7% | -74.5% | -0.4% |
| YTD | +12.6% | +78.9% | -66.4% | -1.2% |
| 1Y | +36.9% | +58.8% | -21.9% | +22.9% |
| 3Y | +53.1% | +153.5% | -100.4% | +17.8% |
| 5Y | +78.2% | +136.7% | -58.5% | +37.4% |
| 10Y | +240.4% | +590.2% | -349.8% | +97.1% |
| All | +240.4% | +583.2% | -342.8% | +97.1% |
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