+63.5%
MNST vs STLA
-75.4%
+138.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.4% |
| 7D | -6.9% | -11.6% | +4.7% | -6.0% |
| 30D | +3.7% | -6.2% | +9.9% | +4.2% |
| 3M | -0.3% | -24.6% | +24.3% | +1.7% |
| 6M | +5.1% | -44.9% | +50.0% | +9.6% |
| YTD | +18.4% | -62.3% | +80.7% | +25.9% |
| 1Y | +26.3% | -61.8% | +88.1% | +34.0% |
| All | +63.5% | -75.4% | +138.9% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling