+56.6%
MNST vs TSN
+8.7%
+47.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.5% | -6.3% | -0.2% | -5.2% |
| 30D | -7.2% | -10.8% | +3.6% | -4.9% |
| 3M | -1.0% | -8.8% | +7.7% | +0.8% |
| 6M | +11.5% | -16.8% | +28.3% | +15.6% |
| YTD | +14.3% | -10.0% | +24.3% | +15.9% |
| 1Y | +38.1% | -5.3% | +43.4% | +37.6% |
| All | +56.6% | +8.7% | +47.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling