+67.3%
MNST vs TSEM
+547.1%
-479.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.9% | +8.9% | +1.8% |
| 7D | +1.6% | +7.0% | -5.3% | +1.8% |
| 30D | +5.1% | -29.8% | +34.8% | +4.6% |
| 3M | -0.5% | -41.9% | +41.5% | -1.1% |
| 6M | +8.1% | -45.8% | +53.9% | +7.6% |
| YTD | +21.2% | +25.1% | -3.9% | +19.2% |
| 1Y | +30.7% | +48.2% | -17.5% | +28.1% |
| 3Y | +67.3% | +476.5% | -409.2% | +50.0% |
| All | +67.3% | +547.1% | -479.8% | +50.0% |
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