+101.3%
MNST vs OUST
-49.1%
+150.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +14.0% | -18.4% | -4.8% |
| 7D | -3.4% | +17.0% | -20.4% | -3.9% |
| 30D | +6.6% | -16.5% | +23.1% | +7.0% |
| 3M | -2.9% | -23.7% | +20.8% | -2.4% |
| 6M | +18.4% | +18.4% | +0.1% | +16.0% |
| YTD | +19.3% | +60.8% | -41.5% | +14.9% |
| 1Y | +37.9% | +44.2% | -6.3% | +33.2% |
| 3Y | +62.9% | +668.1% | -605.2% | +36.1% |
| All | +101.3% | -49.1% | +150.4% | +101.0% |
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