+313.1%
MNST vs STRL
+4,310.8%
-3,997.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.0% | -15.1% | -1.3% |
| 7D | -5.0% | -13.3% | +8.4% | -4.4% |
| 30D | +4.6% | -43.3% | +47.9% | +8.6% |
| 3M | +1.0% | -46.9% | +47.9% | +5.1% |
| 6M | +5.8% | -65.6% | +71.4% | +13.0% |
| YTD | +19.1% | -5.1% | +24.1% | +13.3% |
| 1Y | +30.9% | -23.1% | +54.0% | +26.8% |
| 3Y | +65.7% | +346.8% | -281.1% | +22.1% |
| 5Y | +99.0% | +907.2% | -808.2% | +25.4% |
| 10Y | +313.1% | +3,988.2% | -3,675.1% | +106.0% |
| All | +313.1% | +4,310.8% | -3,997.7% | +106.0% |
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