+2,638.7%
MNST vs STLA
+263.8%
+2,374.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -6.5% | +2.6% | -9.1% | -6.8% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | -1.0% | -24.8% | +23.7% | +2.2% |
| 6M | +11.5% | -25.6% | +37.1% | +15.0% |
| YTD | +14.3% | -48.9% | +63.3% | +22.6% |
| 1Y | +38.1% | -38.8% | +76.9% | +44.0% |
| 3Y | +55.0% | -64.5% | +119.5% | +69.7% |
| 5Y | +79.6% | -62.4% | +142.1% | +92.2% |
| 10Y | +241.8% | +55.4% | +186.4% | +219.4% |
| All | +2,638.7% | +263.8% | +2,374.9% | +2,416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling