+333.2%
MNST vs TAP
-47.8%
+381.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -6.9% | -8.0% | +1.1% | -4.4% |
| 30D | +3.7% | +4.1% | -0.3% | +2.4% |
| 3M | -0.3% | -4.4% | +4.1% | +0.9% |
| 6M | +5.1% | -1.9% | +7.0% | +5.1% |
| YTD | +18.4% | -12.1% | +30.5% | +21.9% |
| 1Y | +26.3% | -12.0% | +38.3% | +29.8% |
| 3Y | +64.3% | -25.0% | +89.3% | +75.2% |
| 5Y | +96.8% | -1.1% | +97.9% | +89.0% |
| 10Y | +333.2% | -47.6% | +380.8% | +386.0% |
| All | +333.2% | -47.8% | +381.1% | +386.0% |
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