+332.6%
MNST vs TT
+740.8%
-408.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | +3.9% | -11.8% | +15.7% | +7.7% |
| 3M | -0.8% | -11.6% | +10.7% | +2.6% |
| 6M | +5.1% | -9.3% | +14.4% | +7.1% |
| YTD | +18.3% | +8.9% | +9.4% | +12.4% |
| 1Y | +29.5% | -2.2% | +31.7% | +27.6% |
| 3Y | +64.0% | +91.9% | -27.8% | +19.0% |
| 5Y | +97.2% | +136.0% | -38.8% | +27.4% |
| All | +332.6% | +740.8% | -408.2% | +65.6% |
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