+346.0%
MNST vs STRL
+3,816.9%
-3,470.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -4.7% | +23.4% | -28.2% | -6.3% |
| 30D | +5.2% | -39.5% | +44.7% | +8.7% |
| 3M | -0.9% | -45.1% | +44.2% | +2.9% |
| 6M | +6.1% | -64.6% | +70.7% | +13.3% |
| YTD | +18.9% | -1.5% | +20.4% | +12.8% |
| 1Y | +29.3% | -20.8% | +50.1% | +25.0% |
| 3Y | +64.9% | +353.1% | -288.3% | +21.2% |
| 5Y | +98.0% | +942.9% | -844.9% | +23.9% |
| All | +346.0% | +3,816.9% | -3,470.9% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling