+241.7%
MNST vs TT
+887.4%
-645.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -7.2% | -7.2% | -0.1% | -5.1% |
| 3M | -1.0% | -3.0% | +2.0% | -0.6% |
| 6M | +11.5% | +1.4% | +10.1% | +9.9% |
| YTD | +14.3% | +15.9% | -1.6% | +7.2% |
| 1Y | +38.1% | +9.4% | +28.7% | +31.5% |
| 3Y | +55.0% | +124.4% | -69.4% | +6.7% |
| 5Y | +79.6% | +138.0% | -58.4% | +17.9% |
| All | +241.7% | +887.4% | -645.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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