+328.4%
MNST vs RMBS
+536.4%
-208.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.9% | -8.4% | +4.5% | -3.2% |
| 30D | +3.9% | -24.9% | +28.7% | +6.7% |
| 3M | -0.8% | -15.8% | +15.0% | +0.2% |
| 6M | +5.1% | -37.5% | +42.6% | +8.3% |
| YTD | +18.3% | -12.1% | +30.4% | +14.0% |
| 1Y | +29.5% | -27.0% | +56.5% | +27.7% |
| 3Y | +64.0% | +28.8% | +35.2% | +37.7% |
| 5Y | +97.2% | +236.2% | -139.0% | +20.8% |
| 10Y | +328.4% | +546.6% | -218.2% | +104.2% |
| All | +328.4% | +536.4% | -208.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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