+2,757.5%
MNST vs STLA
+189.9%
+2,567.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | -4.5% | +1.1% | -2.9% |
| 30D | +6.6% | -3.9% | +10.5% | +7.0% |
| 3M | -2.9% | -20.2% | +17.3% | -0.6% |
| 6M | +18.4% | -42.2% | +60.6% | +25.8% |
| YTD | +19.3% | -59.3% | +78.6% | +31.1% |
| 1Y | +37.9% | -56.1% | +93.9% | +49.9% |
| 3Y | +62.9% | -73.7% | +136.5% | +84.6% |
| 5Y | +99.6% | -70.3% | +169.9% | +119.1% |
| 10Y | +305.7% | +23.1% | +282.6% | +288.9% |
| All | +2,757.5% | +189.9% | +2,567.6% | +2,590.5% |
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