+251.2%
MNST vs TKO
+989.7%
-738.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | -5.6% | -2.5% | -3.1% | -5.4% |
| 3M | -5.7% | -10.6% | +4.9% | -4.5% |
| 6M | +12.0% | -5.1% | +17.0% | +12.3% |
| YTD | +13.2% | -8.2% | +21.4% | +14.0% |
| 1Y | +36.1% | -4.4% | +40.5% | +36.0% |
| 3Y | +52.9% | +100.4% | -47.5% | +35.5% |
| 5Y | +81.0% | +294.3% | -213.3% | +41.9% |
| All | +251.2% | +989.7% | -738.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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