+2,127.2%
MNST vs URA
-53.7%
+2,180.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.1% |
| 7D | +3.2% | -13.3% | +16.5% | +5.2% |
| 30D | +10.6% | -25.9% | +36.5% | +15.2% |
| 3M | +1.3% | -27.8% | +29.0% | +5.5% |
| 6M | +26.2% | -42.8% | +69.0% | +35.4% |
| YTD | +24.8% | -27.5% | +52.3% | +27.8% |
| 1Y | +40.9% | -35.1% | +76.1% | +46.5% |
| 3Y | +72.2% | +31.1% | +41.1% | +52.7% |
| 5Y | +108.8% | +29.8% | +79.0% | +80.2% |
| 10Y | +324.4% | +265.1% | +59.3% | +172.7% |
| All | +2,127.2% | -53.7% | +2,180.9% | +1,989.3% |
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 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