+89.3%
MNST vs TOST
-48.0%
+137.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -6.5% | -3.4% | -3.1% | -6.2% |
| 30D | -7.2% | -2.4% | -4.8% | -7.0% |
| 3M | -1.0% | +34.6% | -35.6% | -3.5% |
| 6M | +11.5% | +15.2% | -3.7% | +9.6% |
| YTD | +14.3% | -4.4% | +18.7% | +14.1% |
| 1Y | +38.1% | -17.4% | +55.5% | +39.6% |
| 3Y | +55.0% | +54.5% | +0.5% | +42.4% |
| All | +89.3% | -48.0% | +137.3% | +72.8% |
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 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