+37.9%
MNST vs TAP
-6.0%
+43.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.4% |
| 30D | +6.6% | +9.1% | -2.5% | +5.0% |
| 3M | -2.9% | -3.8% | +0.9% | -2.1% |
| 6M | +18.4% | -3.4% | +21.9% | +18.9% |
| YTD | +19.3% | -10.6% | +29.9% | +19.9% |
| 1Y | +37.9% | -4.4% | +42.3% | +32.2% |
| All | +37.9% | -6.0% | +43.9% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling