+241.7%
MNST vs URA
+359.3%
-117.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -6.5% | +1.1% | -7.6% | -6.6% |
| 30D | -7.2% | +7.4% | -14.6% | -8.2% |
| 3M | -1.0% | -8.4% | +7.4% | -0.4% |
| 6M | +11.5% | -12.7% | +24.2% | +12.4% |
| YTD | +14.3% | +7.8% | +6.5% | +11.4% |
| 1Y | +38.1% | +19.5% | +18.7% | +31.2% |
| 3Y | +55.0% | +116.4% | -61.4% | +29.2% |
| 5Y | +79.6% | +134.3% | -54.7% | +41.7% |
| All | +241.7% | +359.3% | -117.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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