+101.3%
MNST vs QS
-86.5%
+187.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -4.6% |
| 7D | -3.4% | +5.4% | -8.8% | -3.6% |
| 30D | +6.6% | -5.3% | +11.9% | +6.8% |
| 3M | -2.9% | -22.6% | +19.7% | -2.1% |
| 6M | +18.4% | -46.2% | +64.6% | +20.8% |
| YTD | +19.3% | -58.9% | +78.2% | +22.7% |
| 1Y | +37.9% | -73.1% | +111.0% | +44.5% |
| 3Y | +62.9% | -27.2% | +90.1% | +51.8% |
| All | +101.3% | -86.5% | +187.8% | +119.7% |
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 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