+4,369.5%
MNST vs TNA
+790.3%
+3,579.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.2% |
| 7D | -4.7% | +7.7% | -12.4% | -6.1% |
| 30D | +5.2% | -0.7% | +5.9% | +4.8% |
| 3M | -0.9% | -25.4% | +24.5% | +3.7% |
| 6M | +6.1% | -11.8% | +18.0% | +6.9% |
| YTD | +18.9% | +23.9% | -5.1% | +11.4% |
| 1Y | +29.3% | +25.6% | +3.7% | +20.3% |
| 3Y | +64.9% | +137.1% | -72.2% | +24.4% |
| 5Y | +98.0% | -45.4% | +143.4% | +83.3% |
| 10Y | +334.8% | +39.5% | +295.3% | +169.6% |
| All | +4,369.5% | +790.3% | +3,579.1% | +1,236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling