+129.6%
MNST vs OUST
-65.5%
+195.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.5% | +10.5% | +2.2% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +5.1% | +5.1% | 0.0% | +4.7% |
| 3M | -0.5% | -25.8% | +25.3% | +0.1% |
| 6M | +8.1% | -2.0% | +10.2% | +6.8% |
| YTD | +21.2% | +54.7% | -33.5% | +17.0% |
| 1Y | +30.7% | +48.8% | -18.1% | +26.2% |
| 3Y | +67.3% | +607.8% | -540.5% | +42.8% |
| 5Y | +101.9% | -52.7% | +154.6% | +88.1% |
| All | +129.6% | -65.5% | +195.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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