+354.7%
MNST vs TNA
+33.3%
+321.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +1.6% | +3.7% | -2.1% | +0.9% |
| 30D | +5.1% | +4.4% | +0.7% | +3.9% |
| 3M | -0.5% | -26.7% | +26.2% | +4.0% |
| 6M | +8.1% | -12.8% | +21.0% | +9.1% |
| YTD | +21.2% | +22.7% | -1.5% | +14.4% |
| 1Y | +30.7% | +35.7% | -4.9% | +20.9% |
| 3Y | +67.3% | +134.6% | -67.3% | +28.1% |
| 5Y | +101.9% | -46.0% | +147.8% | +89.9% |
| All | +354.7% | +33.3% | +321.4% | +205.6% |
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