+78.2%
MNST vs USFR
+20.5%
+57.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -2.5% | +1.0% | -3.4% | -2.8% |
| 6M | +14.1% | +1.9% | +12.2% | +13.6% |
| YTD | +12.6% | +2.7% | +9.9% | +12.1% |
| 1Y | +36.9% | +4.0% | +32.9% | +36.6% |
| 3Y | +53.1% | +14.0% | +39.1% | +59.1% |
| 5Y | +78.2% | +20.4% | +57.8% | +86.1% |
| All | +78.2% | +20.5% | +57.8% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling