+346.0%
MNST vs TT
+737.0%
-391.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -4.7% | +8.1% | -12.8% | -7.1% |
| 30D | +5.2% | -11.3% | +16.5% | +8.9% |
| 3M | -0.9% | -11.2% | +10.3% | +2.4% |
| 6M | +6.1% | -8.9% | +15.0% | +8.0% |
| YTD | +18.9% | +9.7% | +9.1% | +12.7% |
| 1Y | +29.3% | +1.3% | +28.1% | +26.0% |
| 3Y | +64.9% | +93.4% | -28.5% | +19.4% |
| 5Y | +98.0% | +133.5% | -35.5% | +28.7% |
| All | +346.0% | +737.0% | -391.0% | +72.3% |
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