+97.6%
MNST vs TOST
-46.9%
+144.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | -3.4% | +9.4% | -12.9% | -4.2% |
| 30D | +6.6% | +13.5% | -6.9% | +5.4% |
| 3M | -2.9% | -0.1% | -2.7% | -3.0% |
| 6M | +18.4% | +22.5% | -4.0% | +15.8% |
| YTD | +19.3% | -2.4% | +21.6% | +18.7% |
| 1Y | +37.9% | -4.7% | +42.6% | +37.5% |
| 3Y | +62.9% | +103.2% | -40.3% | +44.9% |
| 5Y | +99.6% | -41.2% | +140.8% | +82.3% |
| All | +97.6% | -46.9% | +144.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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