+64.0%
MNST vs STRL
+340.9%
-276.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.9% | -19.8% | +15.9% | -4.0% |
| 30D | +3.9% | -43.6% | +47.5% | +3.7% |
| 3M | -0.8% | -45.2% | +44.4% | -1.0% |
| 6M | +5.1% | -65.7% | +70.8% | +5.1% |
| YTD | +18.3% | -5.4% | +23.7% | +17.8% |
| 1Y | +29.5% | -24.7% | +54.2% | +28.7% |
| 3Y | +64.0% | +335.0% | -271.0% | +48.3% |
| All | +64.0% | +340.9% | -276.8% | +48.3% |
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