+84.2%
MNST vs NWSA
+40.7%
+43.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -7.2% | +4.6% | -11.8% | -8.2% |
| 3M | -1.0% | +13.2% | -14.2% | -3.9% |
| 6M | +11.5% | +27.0% | -15.5% | +5.1% |
| YTD | +14.3% | +16.8% | -2.5% | +9.7% |
| 1Y | +38.1% | +4.5% | +33.6% | +36.0% |
| 3Y | +55.0% | +46.2% | +8.8% | +37.5% |
| All | +84.2% | +40.7% | +43.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling