+30.3%
MNST vs TOST
-6.7%
+37.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -5.0% | +4.0% | -9.0% | -4.8% |
| 30D | +4.6% | +11.1% | -6.5% | +5.2% |
| 3M | +1.0% | +0.8% | +0.2% | +0.8% |
| 6M | +5.8% | +38.8% | -33.0% | +10.6% |
| YTD | +19.1% | -2.1% | +21.1% | +18.4% |
| All | +30.3% | -6.7% | +37.1% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling