+67.3%
MNST vs TSN
+41.9%
+25.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.6% | -1.4% | +3.1% | +2.0% |
| 30D | +5.1% | +8.5% | -3.4% | +3.1% |
| 3M | -0.5% | +5.3% | -5.8% | -1.8% |
| 6M | +8.1% | -10.5% | +18.6% | +10.6% |
| YTD | +21.2% | +3.0% | +18.2% | +19.2% |
| 1Y | +30.7% | +12.1% | +18.6% | +25.2% |
| 3Y | +67.3% | +43.1% | +24.2% | +54.7% |
| All | +67.3% | +41.9% | +25.4% | +54.7% |
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