+106.7%
MNST vs TOST
-46.1%
+152.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +3.2% | +11.6% | -8.4% | +2.2% |
| 30D | +10.6% | +16.2% | -5.6% | +9.1% |
| 3M | +1.3% | +1.0% | +0.2% | +1.1% |
| 6M | +26.2% | +23.2% | +3.0% | +23.3% |
| YTD | +24.8% | -1.0% | +25.8% | +24.0% |
| 1Y | +40.9% | -9.9% | +50.8% | +41.4% |
| 3Y | +72.2% | +101.0% | -28.9% | +53.4% |
| 5Y | +108.8% | -40.4% | +149.2% | +90.5% |
| All | +106.7% | -46.1% | +152.8% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling