+536,037.3%
MNST vs NTRS
+7,612.4%
+528,424.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.6% | +0.9% | -4.4% | -3.8% |
| 30D | -6.3% | -1.2% | -5.1% | -6.0% |
| 3M | -5.0% | +8.8% | -13.7% | -7.0% |
| 6M | +13.1% | +34.7% | -21.6% | +4.8% |
| YTD | +11.8% | +37.2% | -25.5% | +2.7% |
| 1Y | +35.2% | +46.3% | -11.1% | +22.0% |
| 3Y | +52.0% | +163.2% | -111.2% | +16.4% |
| 5Y | +77.9% | +86.9% | -9.1% | +45.7% |
| 10Y | +248.4% | +250.9% | -2.5% | +135.7% |
| All | +536,037.3% | +7,612.4% | +528,424.9% | +345,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling