+107.3%
MNST vs ROIV
+270.3%
-162.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.7% |
| 7D | -3.4% | +5.3% | -8.8% | -3.7% |
| 30D | +6.6% | +11.9% | -5.3% | +6.0% |
| 3M | -2.9% | +10.7% | -13.6% | -3.6% |
| 6M | +18.4% | +34.9% | -16.5% | +16.3% |
| YTD | +19.3% | +79.2% | -59.9% | +15.1% |
| 1Y | +37.9% | +89.0% | -51.1% | +32.7% |
| 3Y | +62.9% | +337.3% | -274.5% | +49.1% |
| 5Y | +99.6% | +402.3% | -302.7% | +71.8% |
| All | +107.3% | +270.3% | -162.9% | +82.3% |
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