+96.8%
MNST vs SPYG
+71.0%
+25.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -6.9% | -1.5% | -5.4% | -6.4% |
| 30D | +3.7% | -7.2% | +10.9% | +6.5% |
| 3M | -0.3% | -4.6% | +4.4% | +1.2% |
| 6M | +5.1% | -1.2% | +6.3% | +4.8% |
| YTD | +18.4% | +9.3% | +9.1% | +12.9% |
| 1Y | +26.3% | +8.8% | +17.4% | +20.5% |
| 3Y | +64.3% | +93.3% | -29.0% | +12.0% |
| 5Y | +96.8% | +71.7% | +25.1% | +41.4% |
| All | +96.8% | +71.0% | +25.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling