+51.8%
MNST vs OSCR
+398.9%
-347.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -5.4% | +16.5% | -21.8% | -5.8% |
| 3M | -5.5% | +17.0% | -22.5% | -6.0% |
| 6M | +12.4% | +145.0% | -132.6% | +9.3% |
| YTD | +12.4% | +126.7% | -114.3% | +9.5% |
| 1Y | +37.2% | +67.2% | -30.1% | +34.1% |
| All | +51.8% | +398.9% | -347.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling