+56.6%
MNST vs OUST
+554.0%
-497.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -6.5% | +5.2% | -11.7% | -6.6% |
| 30D | -7.2% | -19.3% | +12.0% | -7.0% |
| 3M | -1.0% | -22.6% | +21.6% | -1.0% |
| 6M | +11.5% | +62.8% | -51.3% | +9.4% |
| YTD | +14.3% | +68.3% | -54.0% | +11.9% |
| 1Y | +38.1% | +28.5% | +9.6% | +35.4% |
| All | +56.6% | +554.0% | -497.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling