+248.7%
MNST vs RSG
+425.0%
-176.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.2% | -1.8% | -0.5% | -1.3% |
| 30D | -5.4% | +2.8% | -8.1% | -6.7% |
| 3M | -5.5% | +4.3% | -9.8% | -7.9% |
| 6M | +12.4% | -0.5% | +12.9% | +11.9% |
| YTD | +12.4% | +5.2% | +7.2% | +8.1% |
| 1Y | +37.2% | -2.1% | +39.3% | +37.1% |
| 3Y | +52.9% | +56.5% | -3.6% | +13.5% |
| 5Y | +79.7% | +89.5% | -9.8% | +16.6% |
| All | +248.7% | +425.0% | -176.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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