+38.1%
MNST vs NWSA
+5.5%
+32.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -6.5% | -1.9% | -4.6% | -6.2% |
| 30D | -7.2% | +4.6% | -11.8% | -7.7% |
| 3M | -1.0% | +13.2% | -14.2% | -2.3% |
| 6M | +11.5% | +27.0% | -15.5% | +9.2% |
| YTD | +14.3% | +16.8% | -2.5% | +12.6% |
| 1Y | +38.1% | +4.5% | +33.6% | +35.6% |
| All | +38.1% | +5.5% | +32.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling