+248.4%
MNST vs TRU
+146.7%
+101.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | -6.5% | +2.9% | -2.0% |
| 30D | -6.3% | -2.5% | -3.8% | -5.8% |
| 3M | -5.0% | +10.4% | -15.3% | -7.8% |
| 6M | +13.1% | +1.6% | +11.5% | +11.5% |
| YTD | +11.8% | -9.7% | +21.5% | +12.7% |
| 1Y | +35.2% | -17.3% | +52.5% | +39.1% |
| 3Y | +52.0% | -1.8% | +53.8% | +40.5% |
| 5Y | +77.9% | -36.2% | +114.1% | +89.6% |
| 10Y | +248.4% | +143.2% | +105.2% | +136.2% |
| All | +248.4% | +146.7% | +101.7% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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