+59.6%
MNST vs USAR
-18.7%
+78.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.8% | -15.3% | -4.4% |
| 7D | -3.4% | -14.5% | +11.1% | -3.5% |
| 30D | +6.6% | -37.8% | +44.5% | +6.5% |
| 3M | -2.9% | -52.8% | +49.9% | -3.0% |
| 6M | +18.4% | -71.2% | +89.7% | +18.3% |
| YTD | +19.3% | -30.9% | +50.1% | +19.4% |
| 1Y | +37.9% | -48.0% | +85.9% | +37.9% |
| 3Y | +62.9% | -19.7% | +82.6% | +63.7% |
| All | +59.6% | -18.7% | +78.3% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling