+248.4%
MNST vs NWSA
+143.2%
+105.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.6% | -3.4% | -0.2% | -2.6% |
| 30D | -6.3% | +3.9% | -10.2% | -7.3% |
| 3M | -5.0% | +8.9% | -13.8% | -7.3% |
| 6M | +13.1% | +21.2% | -8.0% | +6.9% |
| YTD | +11.8% | +13.8% | -2.1% | +7.1% |
| 1Y | +35.2% | +1.4% | +33.8% | +33.6% |
| 3Y | +52.0% | +44.0% | +8.0% | +33.5% |
| 5Y | +77.9% | +40.5% | +37.4% | +54.0% |
| 10Y | +248.4% | +149.2% | +99.2% | +139.6% |
| All | +248.4% | +143.2% | +105.2% | +139.6% |
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 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