+36.9%
MNST vs TSEM
+241.4%
-204.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.6% |
| 7D | -4.1% | +10.4% | -14.5% | -3.7% |
| 30D | -4.5% | -12.9% | +8.4% | -4.9% |
| 3M | -2.5% | -9.2% | +6.7% | -2.5% |
| 6M | +14.1% | +98.8% | -84.6% | +15.6% |
| YTD | +12.6% | +87.2% | -74.6% | +14.7% |
| 1Y | +36.9% | +239.0% | -202.0% | +45.9% |
| All | +36.9% | +241.4% | -204.4% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling