+30.3%
MNST vs TAP
-10.2%
+40.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -5.0% | -7.8% | +2.9% | -3.4% |
| 30D | +4.6% | +7.1% | -2.5% | +3.6% |
| 3M | +1.0% | -7.0% | +8.1% | +2.3% |
| 6M | +5.8% | -3.8% | +9.6% | +6.3% |
| YTD | +19.1% | -11.7% | +30.8% | +20.0% |
| All | +30.3% | -10.2% | +40.6% | +30.9% |
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