+248.4%
MNST vs SPYG
+412.5%
-164.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -3.6% | +0.3% | -3.9% | -3.8% |
| 30D | -6.3% | -1.7% | -4.6% | -5.4% |
| 3M | -5.0% | +3.6% | -8.6% | -7.5% |
| 6M | +13.1% | +16.6% | -3.5% | +1.9% |
| YTD | +11.8% | +13.4% | -1.6% | +2.2% |
| 1Y | +35.2% | +19.6% | +15.7% | +18.8% |
| 3Y | +52.0% | +99.8% | -47.8% | -11.1% |
| 5Y | +77.9% | +85.0% | -7.1% | +8.9% |
| 10Y | +248.4% | +422.1% | -173.7% | -17.2% |
| All | +248.4% | +412.5% | -164.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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