+106.4%
MNST vs NVTS
-15.6%
+122.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -0.7% |
| 7D | -6.5% | +2.7% | -9.2% | -6.5% |
| 30D | -7.2% | -4.5% | -2.8% | -7.2% |
| 3M | -1.0% | -61.5% | +60.5% | +0.7% |
| 6M | +11.5% | +28.0% | -16.5% | +9.8% |
| YTD | +14.3% | +65.3% | -51.0% | +11.6% |
| 1Y | +38.1% | +113.0% | -74.9% | +33.1% |
| 3Y | +55.0% | +34.7% | +20.3% | +51.0% |
| All | +106.4% | -15.6% | +122.0% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling