+64.0%
MNST vs USAR
-22.7%
+86.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.7% |
| 7D | -3.9% | -9.1% | +5.2% | -3.9% |
| 30D | +3.9% | -36.9% | +40.8% | +3.8% |
| 3M | -0.8% | -58.4% | +57.6% | -1.0% |
| 6M | +5.1% | -70.6% | +75.7% | +5.0% |
| YTD | +18.3% | -33.4% | +51.7% | +18.4% |
| 1Y | +29.5% | -54.0% | +83.5% | +29.5% |
| 3Y | +64.0% | -22.7% | +86.7% | +69.5% |
| All | +64.0% | -22.7% | +86.7% | +69.5% |
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