+105.3%
MNST vs QS
-47.0%
+152.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.6% |
| 7D | -3.6% | -4.2% | +0.7% | -3.5% |
| 30D | -6.3% | -15.7% | +9.4% | -6.0% |
| 3M | -5.0% | -28.7% | +23.7% | -4.4% |
| 6M | +13.1% | -23.2% | +36.4% | +13.4% |
| YTD | +11.8% | -49.9% | +61.7% | +12.9% |
| 1Y | +35.2% | -38.8% | +74.1% | +35.3% |
| 3Y | +52.0% | -24.0% | +76.0% | +48.3% |
| 5Y | +77.9% | -75.6% | +153.4% | +74.5% |
| All | +105.3% | -47.0% | +152.3% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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