+105.2%
MNST vs OSCR
-9.0%
+114.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -1.0% | +1.6% | -2.6% | -1.0% |
| 30D | -5.6% | +10.7% | -16.3% | -6.0% |
| 3M | -5.7% | +13.4% | -19.0% | -6.2% |
| 6M | +12.0% | +144.6% | -132.6% | +8.0% |
| YTD | +13.2% | +128.0% | -114.8% | +9.3% |
| 1Y | +36.1% | +68.7% | -32.6% | +32.3% |
| 3Y | +52.9% | +398.8% | -345.9% | +38.4% |
| 5Y | +81.0% | +87.3% | -6.3% | +63.9% |
| All | +105.2% | -9.0% | +114.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling