+103.2%
MNST vs NVTS
-14.2%
+117.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -4.1% | +9.7% | -13.8% | -4.3% |
| 30D | -4.5% | -13.6% | +9.1% | -4.3% |
| 3M | -2.5% | -51.0% | +48.5% | -1.2% |
| 6M | +14.1% | +46.3% | -32.2% | +12.1% |
| YTD | +12.6% | +68.1% | -55.5% | +9.8% |
| 1Y | +36.9% | +113.9% | -77.0% | +32.0% |
| 3Y | +53.1% | +45.3% | +7.8% | +48.5% |
| All | +103.2% | -14.2% | +117.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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