+801.0%
MNST vs NWSA
+127.4%
+673.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | -7.2% | +4.6% | -11.8% | -8.3% |
| 3M | -1.0% | +13.2% | -14.2% | -4.4% |
| 6M | +11.5% | +27.0% | -15.5% | +4.1% |
| YTD | +14.3% | +16.8% | -2.5% | +8.9% |
| 1Y | +38.1% | +4.5% | +33.6% | +35.3% |
| 3Y | +55.0% | +46.2% | +8.8% | +36.3% |
| 5Y | +79.6% | +40.9% | +38.7% | +56.3% |
| 10Y | +241.8% | +145.1% | +96.7% | +135.6% |
| All | +801.0% | +127.4% | +673.6% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling