+96.8%
MNST vs URA
+37.5%
+59.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -6.9% | +2.9% | -9.7% | -7.1% |
| 30D | +3.7% | -10.8% | +14.6% | +4.5% |
| 3M | -0.3% | -25.5% | +25.2% | +1.6% |
| 6M | +5.1% | -41.2% | +46.3% | +8.9% |
| YTD | +18.4% | -21.3% | +39.7% | +18.9% |
| 1Y | +26.3% | -25.7% | +52.0% | +27.2% |
| 3Y | +64.3% | +43.1% | +21.2% | +47.2% |
| 5Y | +96.8% | +35.6% | +61.2% | +72.7% |
| All | +96.8% | +37.5% | +59.3% | +72.7% |
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