+115.0%
MNST vs NVTS
-31.5%
+146.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.4% | -0.4% |
| 7D | -5.0% | +20.8% | -25.8% | -5.3% |
| 30D | +4.6% | -11.1% | +15.7% | +4.7% |
| 3M | +1.0% | -31.0% | +32.0% | +1.6% |
| 6M | +5.8% | -47.4% | +53.1% | +6.3% |
| YTD | +19.1% | +34.2% | -15.1% | +16.5% |
| 1Y | +30.9% | +22.2% | +8.7% | +28.2% |
| 3Y | +65.7% | +68.4% | -2.6% | +57.1% |
| 5Y | +99.0% | -39.0% | +138.0% | +92.1% |
| All | +115.0% | -31.5% | +146.4% | +104.4% |
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