+53.1%
MNST vs TNA
+117.1%
-64.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -4.1% | +4.1% | -8.2% | -4.4% |
| 30D | -4.5% | -7.6% | +3.1% | -4.0% |
| 3M | -2.5% | +8.1% | -10.5% | -3.2% |
| 6M | +14.1% | +49.0% | -34.9% | +10.2% |
| YTD | +12.6% | +51.7% | -39.2% | +8.3% |
| 1Y | +36.9% | +59.6% | -22.7% | +30.6% |
| 3Y | +53.1% | +118.9% | -65.8% | +34.1% |
| All | +53.1% | +117.1% | -64.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling