+38.1%
MNST vs TW
-15.9%
+54.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -6.5% | -2.3% | -4.2% | -6.5% |
| 30D | -7.2% | +3.9% | -11.1% | -7.1% |
| 3M | -1.0% | +5.7% | -6.7% | -0.6% |
| 6M | +11.5% | -14.5% | +26.0% | +11.6% |
| YTD | +14.3% | -0.9% | +15.2% | +14.5% |
| 1Y | +38.1% | -13.5% | +51.6% | +51.0% |
| All | +38.1% | -15.9% | +54.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling