+354.7%
MNST vs STZ
+13.4%
+341.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.6% | +2.6% | -0.9% | +0.7% |
| 30D | +5.1% | +15.2% | -10.1% | 0.0% |
| 3M | -0.5% | +7.6% | -8.1% | -3.2% |
| 6M | +8.1% | +5.3% | +2.9% | +5.5% |
| YTD | +21.2% | +8.6% | +12.6% | +15.8% |
| 1Y | +30.7% | +15.6% | +15.2% | +21.8% |
| 3Y | +67.3% | -35.2% | +102.5% | +90.0% |
| 5Y | +101.9% | -29.1% | +131.0% | +120.7% |
| All | +354.7% | +13.4% | +341.3% | +311.3% |
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