+385.1%
MNST vs QSR
+218.5%
+166.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | +2.4% | -8.9% | -7.2% |
| 30D | -7.2% | +7.6% | -14.8% | -9.3% |
| 3M | -1.0% | +12.6% | -13.6% | -4.6% |
| 6M | +11.5% | +14.4% | -2.9% | +6.7% |
| YTD | +14.3% | +19.6% | -5.3% | +7.7% |
| 1Y | +38.1% | +33.9% | +4.2% | +25.3% |
| 3Y | +55.0% | +27.1% | +27.9% | +41.0% |
| 5Y | +79.6% | +48.5% | +31.1% | +54.5% |
| 10Y | +241.8% | +126.2% | +115.6% | +149.8% |
| All | +385.1% | +218.5% | +166.6% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling