+84.2%
MNST vs OUST
-56.2%
+140.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -1.0% | -22.6% | +21.6% | -1.0% |
| 6M | +11.5% | +62.8% | -51.3% | +7.9% |
| YTD | +14.3% | +68.3% | -54.0% | +10.2% |
| 1Y | +38.1% | +28.5% | +9.6% | +33.6% |
| 3Y | +55.0% | +554.0% | -499.1% | +31.2% |
| All | +84.2% | -56.2% | +140.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling