+303.0%
MNST vs STRL
+3,580.1%
-3,277.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.7% |
| 7D | -3.4% | -26.9% | +23.5% | -1.6% |
| 30D | +6.6% | -52.7% | +59.3% | +12.2% |
| 3M | -2.9% | -52.8% | +50.0% | +1.9% |
| 6M | +18.4% | -71.5% | +89.9% | +28.4% |
| YTD | +19.3% | -17.4% | +36.7% | +14.9% |
| 1Y | +37.9% | -35.0% | +72.9% | +35.5% |
| 3Y | +62.9% | +239.2% | -176.3% | +23.9% |
| 5Y | +99.6% | +830.2% | -730.6% | +26.7% |
| All | +303.0% | +3,580.1% | -3,277.1% | +120.6% |
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