+344.3%
MNST vs TNA
+41.7%
+302.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.3% |
| 7D | -6.9% | -2.1% | -4.7% | -6.8% |
| 30D | +3.7% | +3.1% | +0.6% | +2.8% |
| 3M | -0.3% | -20.2% | +19.9% | +2.8% |
| 6M | +5.1% | -10.0% | +15.1% | +5.5% |
| YTD | +18.4% | +30.3% | -11.9% | +10.7% |
| 1Y | +26.3% | +31.1% | -4.8% | +17.4% |
| 3Y | +64.3% | +149.4% | -85.1% | +24.5% |
| 5Y | +96.8% | -42.5% | +139.3% | +83.3% |
| All | +344.3% | +41.7% | +302.7% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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