+97.2%
MNST vs TNA
-44.5%
+141.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -3.9% | -0.5% | -3.4% | -4.0% |
| 30D | +3.9% | -0.7% | +4.6% | +3.7% |
| 3M | -0.8% | -21.5% | +20.6% | +1.7% |
| 6M | +5.1% | -11.2% | +16.3% | +5.6% |
| YTD | +18.3% | +27.0% | -8.7% | +12.7% |
| 1Y | +29.5% | +28.0% | +1.5% | +22.8% |
| 3Y | +64.0% | +142.9% | -78.9% | +29.7% |
| 5Y | +97.2% | -42.6% | +139.8% | +99.2% |
| All | +97.2% | -44.5% | +141.7% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling