+354.7%
MNST vs TT
+725.1%
-370.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | +1.6% | +4.0% | -2.4% | +0.3% |
| 30D | +5.1% | -11.3% | +16.4% | +8.7% |
| 3M | -0.5% | -12.3% | +11.8% | +3.2% |
| 6M | +8.1% | -10.8% | +19.0% | +10.8% |
| YTD | +21.2% | +8.2% | +13.0% | +15.4% |
| 1Y | +30.7% | +1.5% | +29.3% | +27.2% |
| 3Y | +67.3% | +91.5% | -24.2% | +21.4% |
| 5Y | +101.9% | +130.2% | -28.3% | +31.8% |
| All | +354.7% | +725.1% | -370.4% | +76.5% |
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