+30.3%
MNST vs NWSA
-0.3%
+30.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -5.0% | -10.5% | +5.6% | -3.5% |
| 30D | +4.6% | -8.8% | +13.3% | +6.0% |
| 3M | +1.0% | -6.5% | +7.5% | +2.2% |
| 6M | +5.8% | -1.3% | +7.1% | +6.9% |
| YTD | +19.1% | +2.5% | +16.6% | +19.4% |
| All | +30.3% | -0.3% | +30.6% | +30.3% |
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