+136.3%
MNST vs OUST
-68.5%
+204.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | -1.6% |
| 7D | +3.2% | -5.0% | +8.2% | +3.3% |
| 30D | +10.6% | -32.0% | +42.6% | +11.7% |
| 3M | +1.3% | -32.4% | +33.6% | +2.2% |
| 6M | +26.2% | +6.7% | +19.5% | +24.1% |
| YTD | +24.8% | +41.0% | -16.3% | +20.9% |
| 1Y | +40.9% | +18.0% | +23.0% | +37.3% |
| 3Y | +72.2% | +560.6% | -488.4% | +47.2% |
| 5Y | +108.8% | -55.1% | +163.9% | +94.9% |
| All | +136.3% | -68.5% | +204.9% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling