+240.4%
MNST vs USFR
+28.1%
+212.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | -4.5% | +0.3% | -4.8% | -4.7% |
| 3M | -2.5% | +1.0% | -3.4% | -3.0% |
| 6M | +14.1% | +1.9% | +12.2% | +12.9% |
| YTD | +12.6% | +2.7% | +9.9% | +10.9% |
| 1Y | +36.9% | +4.0% | +32.9% | +34.0% |
| 3Y | +53.1% | +14.0% | +39.1% | +43.4% |
| 5Y | +78.2% | +20.4% | +57.8% | +61.6% |
| 10Y | +240.4% | +28.1% | +212.3% | +198.2% |
| All | +240.4% | +28.1% | +212.3% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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