+240.4%
MNST vs ROST
+303.5%
-63.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -4.5% | -10.0% | +5.5% | -1.7% |
| 3M | -2.5% | +1.2% | -3.7% | -3.0% |
| 6M | +14.1% | +8.9% | +5.2% | +10.9% |
| YTD | +12.6% | +28.1% | -15.5% | +4.3% |
| 1Y | +36.9% | +53.0% | -16.0% | +20.2% |
| 3Y | +53.1% | +97.9% | -44.8% | +22.8% |
| 5Y | +78.2% | +112.0% | -33.8% | +36.6% |
| 10Y | +240.4% | +303.0% | -62.6% | +112.6% |
| All | +240.4% | +303.5% | -63.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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