+303.0%
MNST vs URA
+278.3%
+24.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.9% |
| 7D | -3.4% | -4.1% | +0.7% | -3.0% |
| 30D | +6.6% | -19.0% | +25.6% | +9.1% |
| 3M | -2.9% | -25.1% | +22.3% | 0.0% |
| 6M | +18.4% | -44.5% | +62.9% | +26.1% |
| YTD | +19.3% | -24.3% | +43.6% | +20.8% |
| 1Y | +37.9% | -28.1% | +66.0% | +40.3% |
| 3Y | +62.9% | +40.7% | +22.2% | +43.7% |
| 5Y | +99.6% | +35.5% | +64.1% | +72.2% |
| All | +303.0% | +278.3% | +24.7% | +137.1% |
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