+67.3%
MNST vs USAR
-20.4%
+87.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +2.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +5.1% | -20.9% | +26.0% | +5.0% |
| 3M | -0.5% | -56.2% | +55.7% | -0.6% |
| 6M | +8.1% | -67.9% | +76.0% | +8.0% |
| YTD | +21.2% | -31.4% | +52.6% | +21.3% |
| 1Y | +30.7% | -45.1% | +75.8% | +30.7% |
| 3Y | +67.3% | -20.3% | +87.6% | +71.2% |
| All | +67.3% | -20.4% | +87.7% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling