+98.5%
MNST vs S
-49.1%
+147.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.9% | +1.4% | -5.3% | -4.0% |
| 30D | +3.9% | -10.8% | +14.7% | +4.6% |
| 3M | -0.8% | +5.4% | -6.2% | -1.6% |
| 6M | +5.1% | +41.2% | -36.1% | +1.7% |
| YTD | +18.3% | +56.2% | -37.9% | +13.2% |
| 1Y | +29.5% | +36.3% | -6.8% | +25.1% |
| 3Y | +64.0% | +49.4% | +14.6% | +53.6% |
| 5Y | +97.2% | -66.9% | +164.0% | +94.6% |
| All | +98.5% | -49.1% | +147.6% | +102.3% |
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