+118.8%
MNST vs QS
-53.6%
+172.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.3% |
| 7D | -5.0% | +13.7% | -18.6% | -5.2% |
| 30D | +4.6% | -0.2% | +4.8% | +4.5% |
| 3M | +1.0% | -24.8% | +25.9% | +1.5% |
| 6M | +5.8% | -39.4% | +45.2% | +6.6% |
| YTD | +19.1% | -56.1% | +75.2% | +20.5% |
| 1Y | +30.9% | -72.5% | +103.4% | +33.8% |
| 3Y | +65.7% | -16.3% | +82.0% | +61.1% |
| 5Y | +99.0% | -87.6% | +186.5% | +95.2% |
| All | +118.8% | -53.6% | +172.4% | +129.9% |
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