+59.3%
MNST vs USAR
-13.4%
+72.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.1% |
| 7D | -5.0% | -1.1% | -3.9% | -4.9% |
| 30D | +4.6% | -30.3% | +34.8% | +4.5% |
| 3M | +1.0% | -54.7% | +55.7% | +0.9% |
| 6M | +5.8% | -67.5% | +73.3% | +5.7% |
| YTD | +19.1% | -26.4% | +45.4% | +19.2% |
| 1Y | +30.9% | -49.5% | +80.4% | +30.9% |
| 3Y | +65.7% | -14.5% | +80.2% | +66.6% |
| All | +59.3% | -13.4% | +72.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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