+240.4%
MNST vs SPY
+311.3%
-70.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | -4.5% | -0.9% | -3.5% | -3.8% |
| 3M | -2.5% | +3.9% | -6.3% | -5.5% |
| 6M | +14.1% | +14.5% | -0.4% | +2.5% |
| YTD | +12.6% | +12.9% | -0.4% | +2.0% |
| 1Y | +36.9% | +19.4% | +17.6% | +18.4% |
| 3Y | +53.1% | +78.5% | -25.4% | -7.9% |
| 5Y | +78.2% | +81.8% | -3.5% | +5.0% |
| 10Y | +240.4% | +311.5% | -71.1% | -3.7% |
| All | +240.4% | +311.3% | -70.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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