+663,153.4%
MNST vs RMBS
+1,260.2%
+661,893.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.9% | -8.4% | +4.5% | -3.5% |
| 30D | +3.9% | -24.9% | +28.7% | +5.6% |
| 3M | -0.8% | -15.8% | +15.0% | -0.2% |
| 6M | +5.1% | -37.5% | +42.6% | +7.1% |
| YTD | +18.3% | -12.1% | +30.4% | +16.6% |
| 1Y | +29.5% | -27.0% | +56.5% | +29.1% |
| 3Y | +64.0% | +28.8% | +35.2% | +52.6% |
| 5Y | +97.2% | +236.2% | -139.0% | +69.2% |
| 10Y | +328.4% | +546.6% | -218.2% | +247.1% |
| All | +663,153.4% | +1,260.2% | +661,893.2% | +356,919.9% |
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