+240.4%
MNST vs TSEM
+1,300.1%
-1,059.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -4.1% | +10.4% | -14.5% | -5.1% |
| 30D | -4.5% | -12.9% | +8.4% | -3.4% |
| 3M | -2.5% | -9.2% | +6.7% | -3.0% |
| 6M | +14.1% | +98.8% | -84.6% | +0.9% |
| YTD | +12.6% | +87.2% | -74.6% | -0.4% |
| 1Y | +36.9% | +239.0% | -202.0% | +10.1% |
| 3Y | +53.1% | +679.5% | -626.4% | +2.9% |
| 5Y | +78.2% | +667.3% | -589.0% | +16.5% |
| 10Y | +240.4% | +1,301.0% | -1,060.6% | +73.7% |
| All | +240.4% | +1,300.1% | -1,059.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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