+240.4%
MNST vs PSA
+100.1%
+140.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -4.5% | -8.2% | +3.7% | -1.7% |
| 3M | -2.5% | -2.1% | -0.3% | -1.8% |
| 6M | +14.1% | -0.2% | +14.3% | +13.9% |
| YTD | +12.6% | +18.5% | -5.9% | +5.5% |
| 1Y | +36.9% | +6.6% | +30.4% | +33.0% |
| 3Y | +53.1% | +24.5% | +28.6% | +38.3% |
| 5Y | +78.2% | +13.6% | +64.6% | +63.8% |
| 10Y | +240.4% | +102.0% | +138.4% | +144.8% |
| All | +240.4% | +100.1% | +140.3% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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