+328.4%
MNST vs STLA
+12.4%
+316.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | 0.0% |
| 7D | -3.9% | -4.9% | +1.0% | -3.0% |
| 30D | +3.9% | -4.9% | +8.8% | +4.6% |
| 3M | -0.8% | -23.7% | +22.8% | +3.5% |
| 6M | +5.1% | -45.0% | +50.0% | +16.1% |
| YTD | +18.3% | -60.9% | +79.2% | +37.6% |
| 1Y | +29.5% | -58.9% | +88.4% | +48.8% |
| 3Y | +64.0% | -74.4% | +138.5% | +100.4% |
| 5Y | +97.2% | -71.5% | +168.7% | +127.8% |
| 10Y | +328.4% | +5.3% | +323.2% | +262.8% |
| All | +328.4% | +12.4% | +316.1% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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