+251.2%
MNST vs QSR
+135.2%
+116.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.0% | -4.0% | +3.0% | +0.3% |
| 30D | -5.6% | +2.8% | -8.4% | -6.4% |
| 3M | -5.7% | +5.1% | -10.8% | -7.2% |
| 6M | +12.0% | +8.8% | +3.2% | +8.7% |
| YTD | +13.2% | +14.8% | -1.6% | +7.7% |
| 1Y | +36.1% | +25.7% | +10.3% | +25.4% |
| 3Y | +52.9% | +27.5% | +25.3% | +38.2% |
| 5Y | +81.0% | +41.3% | +39.7% | +56.8% |
| All | +251.2% | +135.2% | +116.0% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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