+65.7%
MNST vs ROST
+98.3%
-32.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.7% |
| 7D | -5.0% | +2.8% | -7.7% | -5.5% |
| 30D | +4.6% | +6.6% | -2.0% | +3.4% |
| 3M | +1.0% | -7.0% | +8.0% | +2.3% |
| 6M | +5.8% | +5.4% | +0.4% | +4.5% |
| YTD | +19.1% | +32.4% | -13.3% | +13.0% |
| 1Y | +30.9% | +48.4% | -17.5% | +21.6% |
| 3Y | +65.7% | +99.5% | -33.7% | +45.4% |
| All | +65.7% | +98.3% | -32.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling