+84.2%
MNST vs STLA
-62.4%
+146.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -6.5% | +2.6% | -9.1% | -6.9% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | -1.0% | -24.8% | +23.7% | +2.9% |
| 6M | +11.5% | -25.6% | +37.1% | +15.8% |
| YTD | +14.3% | -48.9% | +63.3% | +24.6% |
| 1Y | +38.1% | -38.8% | +76.9% | +44.7% |
| 3Y | +55.0% | -64.5% | +119.5% | +73.6% |
| All | +84.2% | -62.4% | +146.5% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling