+105.9%
MNST vs ROIV
+298.6%
-192.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -6.9% | +9.5% | -16.3% | -7.3% |
| 30D | +3.7% | +21.0% | -17.2% | +2.8% |
| 3M | -0.3% | +18.7% | -19.0% | -1.3% |
| 6M | +5.1% | +44.5% | -39.4% | +2.8% |
| YTD | +18.4% | +92.9% | -74.4% | +13.9% |
| 1Y | +26.3% | +100.2% | -74.0% | +21.2% |
| 3Y | +64.3% | +375.0% | -310.8% | +49.8% |
| 5Y | +96.8% | +435.2% | -338.4% | +68.9% |
| All | +105.9% | +298.6% | -192.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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