+78.2%
MNST vs QS
-74.6%
+152.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.2% |
| 30D | -4.5% | -8.1% | +3.6% | -4.2% |
| 3M | -2.5% | -27.0% | +24.6% | -1.5% |
| 6M | +14.1% | -16.4% | +30.6% | +14.3% |
| YTD | +12.6% | -46.4% | +58.9% | +14.6% |
| 1Y | +36.9% | -41.1% | +78.0% | +37.2% |
| 3Y | +53.1% | -18.6% | +71.7% | +43.7% |
| 5Y | +78.2% | -73.0% | +151.3% | +74.4% |
| All | +78.2% | -74.6% | +152.8% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling