+77.9%
MNST vs TKO
+306.8%
-228.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -3.6% | +0.7% | -4.2% | -3.6% |
| 30D | -6.3% | +0.9% | -7.2% | -6.4% |
| 3M | -5.0% | -6.2% | +1.2% | -4.5% |
| 6M | +13.1% | -5.6% | +18.8% | +13.5% |
| YTD | +11.8% | -7.8% | +19.6% | +12.3% |
| 1Y | +35.2% | -1.2% | +36.5% | +34.9% |
| 3Y | +52.0% | +106.5% | -54.5% | +38.8% |
| 5Y | +77.9% | +310.4% | -232.5% | +32.3% |
| All | +77.9% | +306.8% | -228.9% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling