+680.3%
MNST vs USFR
+27.5%
+652.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | +0.1% | -6.5% | -6.5% |
| 30D | -7.2% | +0.3% | -7.5% | -7.4% |
| 3M | -1.0% | +1.0% | -2.0% | -1.6% |
| 6M | +11.5% | +1.9% | +9.5% | +10.3% |
| YTD | +14.3% | +2.6% | +11.7% | +12.6% |
| 1Y | +38.1% | +4.0% | +34.1% | +35.1% |
| 3Y | +55.0% | +14.1% | +40.9% | +43.9% |
| 5Y | +79.6% | +20.4% | +59.2% | +61.6% |
| 10Y | +241.8% | +28.0% | +213.8% | +196.9% |
| All | +680.3% | +27.5% | +652.7% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling