+250.9%
MNST vs RMBS
+551.8%
-300.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -4.1% | +3.0% | -7.0% | -4.4% |
| 30D | -4.5% | -14.4% | +9.9% | -2.9% |
| 3M | -2.5% | -42.8% | +40.4% | +3.4% |
| 6M | +14.1% | -1.4% | +15.5% | +10.6% |
| YTD | +12.6% | -5.4% | +18.0% | +8.5% |
| 1Y | +36.9% | +18.6% | +18.4% | +25.0% |
| 3Y | +53.1% | +57.3% | -4.2% | +23.5% |
| 5Y | +78.2% | +265.7% | -187.5% | +8.7% |
| All | +250.9% | +551.8% | -300.9% | +68.4% |
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