+1,940.5%
MNST vs URA
-31.1%
+1,971.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -1.0% | -8.4% | +7.4% | -0.3% |
| 6M | +11.5% | -12.7% | +24.2% | +12.6% |
| YTD | +14.3% | +7.8% | +6.5% | +11.0% |
| 1Y | +38.1% | +19.5% | +18.7% | +30.4% |
| 3Y | +55.0% | +116.4% | -61.4% | +27.4% |
| 5Y | +79.6% | +134.3% | -54.7% | +39.9% |
| 10Y | +241.8% | +359.3% | -117.5% | +115.4% |
| All | +1,940.5% | -31.1% | +1,971.6% | +1,714.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling