+62.9%
MNST vs NWSA
+23.7%
+39.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -3.4% | -9.4% | +6.0% | -1.8% |
| 30D | +6.6% | -7.8% | +14.4% | +8.1% |
| 3M | -2.9% | -10.8% | +7.9% | -1.0% |
| 6M | +18.4% | +1.1% | +17.4% | +18.2% |
| YTD | +19.3% | +1.8% | +17.5% | +18.7% |
| 1Y | +37.9% | +6.0% | +31.9% | +36.0% |
| 3Y | +62.9% | +24.6% | +38.3% | +54.4% |
| All | +62.9% | +23.7% | +39.2% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling