+251.2%
MNST vs PSLV
+190.6%
+60.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | -5.6% | -2.1% | -3.5% | -5.5% |
| 3M | -5.7% | -1.6% | -4.0% | -5.8% |
| 6M | +12.0% | -25.5% | +37.5% | +14.4% |
| YTD | +13.2% | -11.4% | +24.6% | +11.8% |
| 1Y | +36.1% | +48.6% | -12.5% | +25.6% |
| 3Y | +52.9% | +166.9% | -114.0% | +28.2% |
| 5Y | +81.0% | +152.4% | -71.4% | +50.9% |
| All | +251.2% | +190.6% | +60.6% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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