+226.5%
MNST vs TW
+211.4%
+15.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | -4.1% | -3.5% | -0.6% | -3.3% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | -2.5% | +4.9% | -7.4% | -4.0% |
| 6M | +14.1% | -17.1% | +31.2% | +18.8% |
| YTD | +12.6% | -3.9% | +16.4% | +12.2% |
| 1Y | +36.9% | -13.3% | +50.2% | +40.2% |
| 3Y | +53.1% | +20.9% | +32.2% | +39.9% |
| 5Y | +78.2% | +20.5% | +57.7% | +60.3% |
| All | +226.5% | +211.4% | +15.0% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling