+67.3%
MNST vs QSR
+21.7%
+45.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.6% | -2.9% | +4.6% | +2.3% |
| 30D | +5.1% | +4.1% | +0.9% | +4.2% |
| 3M | -0.5% | -0.7% | +0.2% | -0.4% |
| 6M | +8.1% | +0.4% | +7.7% | +7.8% |
| YTD | +21.2% | +13.5% | +7.7% | +17.7% |
| 1Y | +30.7% | +11.0% | +19.7% | +27.5% |
| 3Y | +67.3% | +22.0% | +45.3% | +56.5% |
| All | +67.3% | +21.7% | +45.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling