+18.4%
MNST vs STRL
-69.0%
+87.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.2% |
| 7D | -3.4% | -26.9% | +23.5% | -4.9% |
| 30D | +6.6% | -52.7% | +59.3% | +3.3% |
| 3M | -2.9% | -52.8% | +50.0% | -5.9% |
| 6M | +18.4% | -71.5% | +89.9% | +15.3% |
| All | +18.4% | -69.0% | +87.4% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling