+84.2%
MNST vs STRL
+2,010.6%
-1,926.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -0.8% |
| 7D | -6.5% | +3.4% | -9.9% | -6.6% |
| 30D | -7.2% | -9.2% | +2.0% | -7.0% |
| 3M | -1.0% | -51.0% | +50.0% | +1.6% |
| 6M | +11.5% | +15.8% | -4.3% | +8.7% |
| YTD | +14.3% | +58.9% | -44.6% | +9.4% |
| 1Y | +38.1% | +68.5% | -30.4% | +30.7% |
| 3Y | +55.0% | +485.2% | -430.2% | +24.3% |
| All | +84.2% | +2,010.6% | -1,926.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling