+668,712.2%
MNST vs RMBS
+1,155.2%
+667,556.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.0% | -11.4% | -4.9% |
| 7D | -3.4% | -12.0% | +8.5% | -2.7% |
| 30D | +6.6% | -33.1% | +39.8% | +9.3% |
| 3M | -2.9% | -23.7% | +20.8% | -1.6% |
| 6M | +18.4% | -42.7% | +61.1% | +21.5% |
| YTD | +19.3% | -18.9% | +38.2% | +18.2% |
| 1Y | +37.9% | -30.0% | +67.9% | +37.9% |
| 3Y | +62.9% | +28.8% | +34.1% | +51.5% |
| 5Y | +99.6% | +210.5% | -111.0% | +72.2% |
| 10Y | +305.7% | +524.7% | -219.0% | +229.7% |
| All | +668,712.2% | +1,155.2% | +667,556.9% | +361,983.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling