+240.4%
MNST vs VIG
+240.3%
+0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | -4.1% | -0.4% | -3.7% | -3.7% |
| 30D | -4.5% | -2.1% | -2.4% | -2.6% |
| 3M | -2.5% | +3.3% | -5.8% | -5.3% |
| 6M | +14.1% | +9.3% | +4.9% | +5.3% |
| YTD | +12.6% | +10.1% | +2.4% | +2.9% |
| 1Y | +36.9% | +14.7% | +22.2% | +20.3% |
| 3Y | +53.1% | +56.9% | -3.8% | -1.5% |
| 5Y | +78.2% | +62.9% | +15.3% | +10.7% |
| 10Y | +240.4% | +241.3% | -0.9% | +1.8% |
| All | +240.4% | +240.3% | +0.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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