+245.7%
MNST vs STZ
-9.2%
+254.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.5% | -1.9% | -4.6% | -5.8% |
| 30D | -7.2% | -1.9% | -5.3% | -6.7% |
| 3M | -1.0% | -6.2% | +5.2% | +0.9% |
| 6M | +11.5% | -14.0% | +25.5% | +16.6% |
| YTD | +14.3% | -5.1% | +19.4% | +14.7% |
| 1Y | +38.1% | -9.6% | +47.7% | +40.6% |
| 3Y | +55.0% | -47.2% | +102.2% | +90.3% |
| 5Y | +79.6% | -33.6% | +113.2% | +101.3% |
| All | +245.7% | -9.2% | +254.9% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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