+248.7%
MNST vs TNA
+84.1%
+164.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | -2.2% | -7.6% | +5.3% | -1.0% |
| 30D | -5.4% | -13.6% | +8.3% | -3.2% |
| 3M | -5.5% | +2.8% | -8.3% | -6.4% |
| 6M | +12.4% | +34.5% | -22.1% | +5.7% |
| YTD | +12.4% | +41.0% | -28.6% | +4.3% |
| 1Y | +37.2% | +52.0% | -14.9% | +24.4% |
| 3Y | +52.9% | +103.5% | -50.6% | +21.3% |
| 5Y | +79.7% | -22.5% | +102.2% | +58.4% |
| All | +248.7% | +84.1% | +164.6% | +129.3% |
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