+248.7%
MNST vs SHAK
+81.5%
+167.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -2.2% | -11.0% | +8.7% | -0.7% |
| 30D | -5.4% | -14.0% | +8.7% | -3.5% |
| 3M | -5.5% | +13.3% | -18.8% | -7.5% |
| 6M | +12.4% | -35.3% | +47.7% | +17.6% |
| YTD | +12.4% | -24.0% | +36.4% | +14.6% |
| 1Y | +37.2% | -36.7% | +73.9% | +43.0% |
| 3Y | +52.9% | -5.4% | +58.3% | +43.7% |
| 5Y | +79.7% | -24.9% | +104.6% | +69.1% |
| All | +248.7% | +81.5% | +167.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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