+97.2%
MNST vs TOST
-36.3%
+133.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -3.9% | +3.0% | -6.9% | -4.1% |
| 30D | +3.9% | +10.3% | -6.4% | +2.9% |
| 3M | -0.8% | -3.3% | +2.5% | -0.6% |
| 6M | +5.1% | +37.8% | -32.7% | +1.9% |
| YTD | +18.3% | -2.8% | +21.1% | +17.8% |
| 1Y | +29.5% | -9.6% | +39.1% | +29.8% |
| 3Y | +64.0% | +144.6% | -80.6% | +41.3% |
| 5Y | +97.2% | -31.0% | +128.1% | +96.9% |
| All | +97.2% | -36.3% | +133.4% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling