+524,639.5%
MNST vs STRL
+9,673.6%
+514,965.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.0% | -1.1% |
| 7D | +3.2% | -34.6% | +37.8% | +5.5% |
| 30D | +10.6% | -56.7% | +67.2% | +15.6% |
| 3M | +1.3% | -54.4% | +55.7% | +5.3% |
| 6M | +26.2% | -69.7% | +95.9% | +33.5% |
| YTD | +24.8% | -20.2% | +45.0% | +23.3% |
| 1Y | +40.9% | -40.6% | +81.5% | +41.4% |
| 3Y | +72.2% | +221.7% | -149.5% | +52.2% |
| 5Y | +108.8% | +799.0% | -690.2% | +71.7% |
| 10Y | +324.4% | +3,451.5% | -3,127.0% | +212.7% |
| All | +524,639.5% | +9,673.6% | +514,965.9% | +270,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling