+98.0%
MNST vs STZ
-29.2%
+127.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -4.7% | 0.0% | -4.8% | -4.7% |
| 30D | +5.2% | +14.7% | -9.5% | +0.3% |
| 3M | -0.9% | +8.8% | -9.7% | -3.9% |
| 6M | +6.1% | +3.1% | +3.1% | +4.4% |
| YTD | +18.9% | +7.9% | +11.0% | +13.5% |
| 1Y | +29.3% | +14.2% | +15.2% | +20.4% |
| 3Y | +64.9% | -35.2% | +100.1% | +91.1% |
| 5Y | +98.0% | -29.6% | +127.6% | +111.6% |
| All | +98.0% | -29.2% | +127.2% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling