+354.7%
MNST vs PSLV
+142.8%
+211.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.1% |
| 7D | +1.6% | -6.3% | +7.9% | +2.2% |
| 30D | +5.1% | -12.7% | +17.7% | +6.2% |
| 3M | -0.5% | -24.7% | +24.3% | +1.7% |
| 6M | +8.1% | -44.6% | +52.7% | +13.4% |
| YTD | +21.2% | -33.3% | +54.5% | +22.5% |
| 1Y | +30.7% | -8.6% | +39.3% | +27.0% |
| 3Y | +67.3% | +108.2% | -40.9% | +43.3% |
| 5Y | +101.9% | +79.1% | +22.8% | +74.6% |
| All | +354.7% | +142.8% | +211.9% | +238.8% |
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