+62.9%
MNST vs S
+34.5%
+28.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.5% |
| 7D | -3.4% | -13.4% | +10.0% | -2.9% |
| 30D | +6.6% | -14.0% | +20.6% | +7.2% |
| 3M | -2.9% | +4.9% | -7.8% | -3.3% |
| 6M | +18.4% | +42.0% | -23.6% | +16.2% |
| YTD | +19.3% | +45.1% | -25.9% | +16.8% |
| 1Y | +37.9% | +33.1% | +4.8% | +35.5% |
| 3Y | +62.9% | +40.6% | +22.2% | +59.4% |
| All | +62.9% | +34.5% | +28.4% | +59.4% |
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