+104.0%
MNST vs OSCR
-8.3%
+112.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.6% |
| 7D | -4.1% | +10.7% | -14.8% | -4.5% |
| 30D | -4.5% | +18.3% | -22.8% | -5.1% |
| 3M | -2.5% | +20.5% | -23.0% | -3.3% |
| 6M | +14.1% | +138.5% | -124.4% | +10.2% |
| YTD | +12.6% | +129.7% | -117.2% | +8.7% |
| 1Y | +36.9% | +62.8% | -25.8% | +33.3% |
| 3Y | +53.1% | +411.8% | -358.7% | +38.4% |
| 5Y | +78.2% | +99.9% | -21.7% | +61.3% |
| All | +104.0% | -8.3% | +112.3% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling