+333.2%
MNST vs TRI
+221.6%
+111.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.9% | -7.2% | +0.3% | -4.9% |
| 30D | +3.7% | +4.4% | -0.6% | +2.3% |
| 3M | -0.3% | +4.5% | -4.8% | -2.2% |
| 6M | +5.1% | +23.7% | -18.6% | -3.6% |
| YTD | +18.4% | -14.4% | +32.8% | +22.5% |
| 1Y | +26.3% | -17.4% | +43.6% | +32.5% |
| 3Y | +64.3% | -11.0% | +75.3% | +58.8% |
| 5Y | +96.8% | +0.7% | +96.1% | +75.2% |
| 10Y | +333.2% | +224.0% | +109.2% | +97.0% |
| All | +333.2% | +221.6% | +111.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling