+640,918.1%
MNST vs RMBS
+1,339.3%
+639,578.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -6.5% | -0.3% | -6.1% | -6.5% |
| 30D | -7.2% | -12.2% | +4.9% | -6.5% |
| 3M | -1.0% | -49.5% | +48.5% | +3.2% |
| 6M | +11.5% | -7.1% | +18.6% | +10.5% |
| YTD | +14.3% | -7.0% | +21.3% | +12.7% |
| 1Y | +38.1% | +13.3% | +24.8% | +33.4% |
| 3Y | +55.0% | +49.2% | +5.7% | +43.1% |
| 5Y | +79.6% | +250.0% | -170.3% | +54.4% |
| 10Y | +241.8% | +495.1% | -253.3% | +179.4% |
| All | +640,918.1% | +1,339.3% | +639,578.8% | +345,218.1% |
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