+313.1%
MNST vs TSN
+13.2%
+299.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -5.0% | +4.9% | -9.8% | -5.9% |
| 30D | +4.6% | +12.1% | -7.5% | +2.1% |
| 3M | +1.0% | +4.1% | -3.1% | 0.0% |
| 6M | +5.8% | -10.9% | +16.7% | +8.1% |
| YTD | +19.1% | +4.8% | +14.3% | +17.1% |
| 1Y | +30.9% | +17.6% | +13.3% | +25.4% |
| 3Y | +65.7% | +43.2% | +22.5% | +51.3% |
| 5Y | +99.0% | -13.9% | +112.8% | +101.1% |
| 10Y | +313.1% | +11.8% | +301.2% | +284.8% |
| All | +313.1% | +13.2% | +299.9% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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