+241.7%
MNST vs STT
+267.1%
-25.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -7.2% | +3.9% | -11.1% | -8.2% |
| 3M | -1.0% | +20.0% | -21.0% | -5.8% |
| 6M | +11.5% | +55.3% | -43.8% | -1.0% |
| YTD | +14.3% | +53.3% | -39.0% | +1.5% |
| 1Y | +38.1% | +74.7% | -36.6% | +18.1% |
| 3Y | +55.0% | +205.8% | -150.9% | +12.0% |
| 5Y | +79.6% | +145.0% | -65.4% | +34.0% |
| All | +241.7% | +267.1% | -25.4% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling