+354.7%
MNST vs SHAK
+97.6%
+257.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.5% |
| 7D | +1.6% | +4.3% | -2.7% | +1.0% |
| 30D | +5.1% | +9.0% | -4.0% | +3.7% |
| 3M | -0.5% | +1.8% | -2.3% | -1.1% |
| 6M | +8.1% | +17.3% | -9.2% | +4.8% |
| YTD | +21.2% | -7.6% | +28.8% | +20.0% |
| 1Y | +30.7% | -16.9% | +47.6% | +31.3% |
| 3Y | +67.3% | +35.1% | +32.3% | +48.6% |
| 5Y | +101.9% | -11.3% | +113.1% | +85.7% |
| All | +354.7% | +97.6% | +257.1% | +227.3% |
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