+84.2%
MNST vs TSEM
+657.0%
-572.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -0.7% |
| 7D | -6.5% | +6.9% | -13.4% | -6.6% |
| 30D | -7.2% | +5.3% | -12.5% | -7.5% |
| 3M | -1.0% | -14.9% | +13.9% | -1.0% |
| 6M | +11.5% | +80.0% | -68.5% | +7.3% |
| YTD | +14.3% | +89.4% | -75.0% | +9.5% |
| 1Y | +38.1% | +253.1% | -215.0% | +27.0% |
| 3Y | +55.0% | +642.1% | -587.1% | +31.0% |
| All | +84.2% | +657.0% | -572.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling