+572,080.2%
MNST vs ROST
+70,444.2%
+501,636.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.7% | -4.2% |
| 7D | -3.4% | +1.2% | -4.7% | -3.6% |
| 30D | +6.6% | +2.5% | +4.2% | +6.3% |
| 3M | -2.9% | -9.0% | +6.1% | -1.8% |
| 6M | +18.4% | +1.3% | +17.1% | +18.0% |
| YTD | +19.3% | +29.1% | -9.8% | +15.2% |
| 1Y | +37.9% | +45.4% | -7.5% | +31.1% |
| 3Y | +62.9% | +94.9% | -32.0% | +48.5% |
| 5Y | +99.6% | +104.0% | -4.4% | +79.1% |
| 10Y | +305.7% | +314.8% | -9.1% | +233.0% |
| All | +572,080.2% | +70,444.2% | +501,636.0% | +496,829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling