+77.9%
MNST vs SHAK
-25.9%
+103.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.1% |
| 7D | -3.6% | -7.2% | +3.6% | -2.7% |
| 30D | -6.3% | -11.8% | +5.5% | -4.9% |
| 3M | -5.0% | +17.2% | -22.1% | -7.2% |
| 6M | +13.1% | -34.1% | +47.3% | +17.6% |
| YTD | +11.8% | -22.4% | +34.1% | +13.5% |
| 1Y | +35.2% | -35.9% | +71.2% | +40.3% |
| 3Y | +52.0% | -3.4% | +55.4% | +40.6% |
| 5Y | +77.9% | -25.4% | +103.3% | +69.4% |
| All | +77.9% | -25.9% | +103.7% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling