+313.1%
MNST vs TAP
-49.5%
+362.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -5.0% | -7.8% | +2.9% | -2.5% |
| 30D | +4.6% | +7.1% | -2.5% | +2.3% |
| 3M | +1.0% | -7.0% | +8.1% | +3.1% |
| 6M | +5.8% | -3.8% | +9.6% | +6.5% |
| YTD | +19.1% | -11.7% | +30.8% | +22.4% |
| 1Y | +30.9% | -10.1% | +41.0% | +33.6% |
| 3Y | +65.7% | -23.7% | +89.4% | +75.8% |
| 5Y | +99.0% | +2.9% | +96.1% | +88.5% |
| 10Y | +313.1% | -49.5% | +362.6% | +388.0% |
| All | +313.1% | -49.5% | +362.6% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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