+4,132.1%
MNST vs TNA
+990.0%
+3,142.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -4.1% | +4.1% | -8.2% | -4.8% |
| 30D | -4.5% | -7.6% | +3.1% | -3.3% |
| 3M | -2.5% | +8.1% | -10.5% | -4.3% |
| 6M | +14.1% | +49.0% | -34.9% | +4.8% |
| YTD | +12.6% | +51.7% | -39.2% | +2.4% |
| 1Y | +36.9% | +59.6% | -22.7% | +22.0% |
| 3Y | +53.1% | +118.9% | -65.8% | +18.0% |
| 5Y | +78.2% | -19.2% | +97.4% | +53.5% |
| 10Y | +240.4% | +77.2% | +163.2% | +102.2% |
| All | +4,132.1% | +990.0% | +3,142.2% | +1,127.7% |
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