+99.8%
MNST vs STLA
-74.6%
+174.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +1.6% | -13.8% | +15.4% | +3.7% |
| 30D | +5.1% | -10.5% | +15.6% | +6.6% |
| 3M | -0.5% | -28.9% | +28.4% | +4.0% |
| 6M | +8.1% | -49.7% | +57.9% | +18.6% |
| YTD | +21.2% | -64.9% | +86.1% | +38.9% |
| 1Y | +30.7% | -64.0% | +94.8% | +48.9% |
| 3Y | +67.3% | -77.4% | +144.7% | +101.7% |
| All | +99.8% | -74.6% | +174.4% | +118.1% |
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