+99.8%
MNST vs S
-48.9%
+148.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.8% |
| 7D | -5.0% | +1.6% | -6.5% | -5.1% |
| 30D | +4.6% | -10.5% | +15.1% | +5.2% |
| 3M | +1.0% | +9.9% | -8.9% | -0.1% |
| 6M | +5.8% | +41.8% | -36.0% | +2.3% |
| YTD | +19.1% | +56.8% | -37.7% | +13.9% |
| 1Y | +30.9% | +39.0% | -8.1% | +26.2% |
| 3Y | +65.7% | +53.8% | +11.9% | +54.8% |
| 5Y | +99.0% | -68.6% | +167.5% | +96.2% |
| All | +99.8% | -48.9% | +148.7% | +103.6% |
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