+39.1%
MNST vs STZ
-11.0%
+50.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.2% |
| 30D | -7.2% | -1.9% | -5.3% | -6.9% |
| 3M | -1.0% | -6.2% | +5.2% | -0.1% |
| 6M | +11.5% | -14.0% | +25.5% | +13.6% |
| YTD | +14.3% | -5.1% | +19.4% | +14.5% |
| All | +39.1% | -11.0% | +50.1% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling