+45.8%
MNST vs STRL
-30.1%
+75.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.5% | +24.8% | +3.2% |
| 7D | +6.8% | -27.1% | +33.8% | +6.6% |
| 30D | +12.0% | -45.8% | +57.8% | +12.1% |
| 3M | +3.5% | -47.6% | +51.2% | +3.5% |
| 6M | +29.7% | -46.4% | +76.1% | +28.3% |
| YTD | +27.2% | -7.4% | +34.5% | +23.7% |
| 1Y | +45.8% | -25.9% | +71.7% | +41.5% |
| All | +45.8% | -30.1% | +75.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling