+70.4%
MNST vs STRL
+222.3%
-152.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.0% | -2.0% |
| 7D | +3.2% | -34.6% | +37.8% | +2.9% |
| 30D | +10.6% | -56.7% | +67.2% | +10.3% |
| 3M | +1.3% | -54.4% | +55.7% | +1.0% |
| 6M | +26.2% | -69.7% | +95.9% | +26.0% |
| YTD | +24.8% | -20.2% | +45.0% | +24.1% |
| 1Y | +40.9% | -40.6% | +81.5% | +39.9% |
| All | +70.4% | +222.3% | -152.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling