+62.9%
MNST vs TOST
+96.7%
-33.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.4% |
| 7D | -3.4% | +9.4% | -12.9% | -3.6% |
| 30D | +6.6% | +13.5% | -6.9% | +6.3% |
| 3M | -2.9% | -0.1% | -2.7% | -3.0% |
| 6M | +18.4% | +22.5% | -4.0% | +18.0% |
| YTD | +19.3% | -2.4% | +21.6% | +19.7% |
| 1Y | +37.9% | -4.7% | +42.6% | +38.5% |
| 3Y | +62.9% | +103.2% | -40.3% | +57.6% |
| All | +62.9% | +96.7% | -33.8% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling