+36.9%
MNST vs QS
-44.4%
+81.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.5% |
| 7D | -4.1% | +2.2% | -6.3% | -4.0% |
| 30D | -4.5% | -8.1% | +3.6% | -4.6% |
| 3M | -2.5% | -27.0% | +24.6% | -2.8% |
| 6M | +14.1% | -16.4% | +30.6% | +14.0% |
| YTD | +12.6% | -46.4% | +58.9% | +10.5% |
| 1Y | +36.9% | -41.1% | +78.0% | +38.7% |
| All | +36.9% | -44.4% | +81.4% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling