+313.9%
MNST vs PSKY
-84.8%
+398.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +0.8% |
| 7D | +4.8% | -24.6% | +29.4% | +4.5% |
| 30D | +3.5% | -36.1% | +39.6% | +3.0% |
| 3M | +64.3% | -38.5% | +102.8% | +64.0% |
| 6M | +64.3% | -38.5% | +102.8% | +64.0% |
| YTD | +64.3% | -38.5% | +102.8% | +64.0% |
| 1Y | +64.3% | -38.5% | +102.8% | +64.0% |
| 3Y | +87.9% | -40.7% | +128.6% | +87.9% |
| 5Y | +113.7% | -80.0% | +193.8% | +137.3% |
| All | +313.9% | -84.8% | +398.6% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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