+84.2%
MNST vs TAP
+2.2%
+82.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | -2.3% | -4.2% | -5.9% |
| 30D | -7.2% | -2.1% | -5.1% | -6.7% |
| 3M | -1.0% | +6.6% | -7.6% | -3.2% |
| 6M | +11.5% | -11.5% | +23.0% | +15.0% |
| YTD | +14.3% | -10.3% | +24.6% | +16.9% |
| 1Y | +38.1% | -14.4% | +52.5% | +43.0% |
| 3Y | +55.0% | -28.3% | +83.3% | +67.7% |
| All | +84.2% | +2.2% | +82.0% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling