+303.0%
MNST vs USB
+92.8%
+210.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +6.6% | +5.8% | +0.8% | +5.0% |
| 3M | -2.9% | -6.0% | +3.1% | -1.4% |
| 6M | +18.4% | +7.8% | +10.7% | +15.9% |
| YTD | +19.3% | +14.6% | +4.7% | +14.5% |
| 1Y | +37.9% | +31.8% | +6.1% | +27.4% |
| 3Y | +62.9% | +91.5% | -28.6% | +32.6% |
| 5Y | +99.6% | +22.0% | +77.5% | +83.2% |
| All | +303.0% | +92.8% | +210.1% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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