+100.2%
MNST vs S
-52.7%
+152.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.5% |
| 7D | -3.4% | -13.4% | +10.0% | -2.5% |
| 30D | +6.6% | -14.0% | +20.6% | +7.6% |
| 3M | -2.9% | +4.9% | -7.8% | -3.7% |
| 6M | +18.4% | +42.0% | -23.6% | +14.6% |
| YTD | +19.3% | +45.1% | -25.9% | +14.7% |
| 1Y | +37.9% | +33.1% | +4.8% | +33.4% |
| 3Y | +62.9% | +40.6% | +22.2% | +53.2% |
| 5Y | +99.6% | -67.5% | +167.0% | +98.1% |
| All | +100.2% | -52.7% | +152.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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