+303.0%
MNST vs STZ
+3.4%
+299.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.8% |
| 7D | -3.4% | +4.9% | -8.3% | -5.0% |
| 30D | +6.6% | +20.9% | -14.2% | -0.2% |
| 3M | -2.9% | +8.0% | -10.9% | -5.7% |
| 6M | +18.4% | -5.3% | +23.7% | +19.9% |
| YTD | +19.3% | +5.9% | +13.3% | +15.0% |
| 1Y | +37.9% | +14.2% | +23.7% | +29.0% |
| 3Y | +62.9% | -37.0% | +99.8% | +86.9% |
| 5Y | +99.6% | -29.7% | +129.3% | +118.9% |
| All | +303.0% | +3.4% | +299.6% | +285.4% |
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