+346.0%
MNST vs NWSA
+141.7%
+204.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.5% |
| 30D | +5.2% | -11.3% | +16.6% | +8.6% |
| 3M | -0.9% | -8.1% | +7.2% | +1.1% |
| 6M | +6.1% | -0.7% | +6.8% | +5.7% |
| YTD | +18.9% | +1.3% | +17.5% | +17.2% |
| 1Y | +29.3% | -1.3% | +30.6% | +28.4% |
| 3Y | +64.9% | +28.4% | +36.5% | +48.8% |
| 5Y | +98.0% | +15.3% | +82.7% | +80.9% |
| All | +346.0% | +141.7% | +204.3% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling