+101.3%
MNST vs URA
+33.4%
+68.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.7% |
| 7D | -3.4% | -4.1% | +0.7% | -3.2% |
| 30D | +6.6% | -19.0% | +25.6% | +8.1% |
| 3M | -2.9% | -25.1% | +22.3% | -1.2% |
| 6M | +18.4% | -44.5% | +62.9% | +23.3% |
| YTD | +19.3% | -24.3% | +43.6% | +20.0% |
| 1Y | +37.9% | -28.1% | +66.0% | +39.2% |
| 3Y | +62.9% | +40.7% | +22.2% | +45.9% |
| All | +101.3% | +33.4% | +68.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling