+29.3%
MNST vs NWSA
-0.9%
+30.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | +5.2% | -11.3% | +16.6% | +7.1% |
| 3M | -0.9% | -8.1% | +7.2% | +0.5% |
| 6M | +6.1% | -0.7% | +6.8% | +7.5% |
| YTD | +18.9% | +1.3% | +17.5% | +19.4% |
| 1Y | +29.3% | -1.3% | +30.6% | +29.4% |
| All | +29.3% | -0.9% | +30.2% | +29.4% |
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