+313.1%
MNST vs USFR
+28.5%
+284.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | +4.6% | +0.4% | +4.2% | +4.4% |
| 3M | +1.0% | +1.1% | 0.0% | +0.4% |
| 6M | +5.8% | +2.0% | +3.8% | +4.6% |
| YTD | +19.1% | +3.4% | +15.6% | +16.9% |
| 1Y | +30.9% | +4.1% | +26.8% | +28.1% |
| 3Y | +65.7% | +14.3% | +51.4% | +55.1% |
| 5Y | +99.0% | +21.3% | +77.7% | +79.9% |
| 10Y | +313.1% | +28.5% | +284.6% | +263.1% |
| All | +313.1% | +28.5% | +284.6% | +263.1% |
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