+65.7%
MNST vs S
+49.1%
+16.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.5% |
| 7D | -5.0% | +1.6% | -6.5% | -5.0% |
| 30D | +4.6% | -10.5% | +15.1% | +5.0% |
| 3M | +1.0% | +9.9% | -8.9% | +0.4% |
| 6M | +5.8% | +41.8% | -36.0% | +3.8% |
| YTD | +19.1% | +56.8% | -37.7% | +16.2% |
| 1Y | +30.9% | +39.0% | -8.1% | +28.5% |
| 3Y | +65.7% | +53.8% | +11.9% | +63.9% |
| All | +65.7% | +49.1% | +16.6% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling