+79.7%
MNST vs NTRS
+88.8%
-9.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | -5.4% | +0.2% | -5.5% | -5.4% |
| 3M | -5.5% | +13.2% | -18.7% | -8.0% |
| 6M | +12.4% | +36.9% | -24.6% | +4.8% |
| YTD | +12.4% | +39.1% | -26.7% | +4.1% |
| 1Y | +37.2% | +50.4% | -13.3% | +24.5% |
| 3Y | +52.9% | +166.8% | -113.9% | +17.7% |
| 5Y | +79.7% | +92.9% | -13.2% | +50.1% |
| All | +79.7% | +88.8% | -9.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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