+62.9%
MNST vs TSEM
+468.0%
-405.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.8% | -9.3% | -4.3% |
| 7D | -3.4% | -17.5% | +14.1% | -3.7% |
| 30D | +6.6% | -44.7% | +51.3% | +5.8% |
| 3M | -2.9% | -38.9% | +36.0% | -3.6% |
| 6M | +18.4% | -36.7% | +55.1% | +17.2% |
| YTD | +19.3% | +17.0% | +2.3% | +17.1% |
| 1Y | +37.9% | +62.8% | -24.9% | +34.4% |
| 3Y | +62.9% | +471.3% | -408.4% | +45.3% |
| All | +62.9% | +468.0% | -405.1% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling