+284.5%
MNST vs TRU
+238.0%
+46.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.9% |
| 7D | -6.5% | -6.8% | +0.3% | -4.9% |
| 30D | -7.2% | 0.0% | -7.3% | -7.3% |
| 3M | -1.0% | +13.3% | -14.3% | -4.6% |
| 6M | +11.5% | +3.4% | +8.1% | +9.4% |
| YTD | +14.3% | -6.4% | +20.7% | +14.3% |
| 1Y | +38.1% | -9.7% | +47.8% | +38.6% |
| 3Y | +55.0% | +0.1% | +54.8% | +43.0% |
| 5Y | +79.6% | -34.0% | +113.7% | +87.9% |
| 10Y | +241.8% | +147.9% | +93.9% | +136.1% |
| All | +284.5% | +238.0% | +46.5% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling