+333.2%
MNST vs VO
+202.1%
+131.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.8% |
| 7D | -6.9% | +0.2% | -7.1% | -7.1% |
| 30D | +3.7% | +2.0% | +1.7% | +2.2% |
| 3M | -0.3% | -0.3% | 0.0% | -0.2% |
| 6M | +5.1% | +7.3% | -2.2% | -0.4% |
| YTD | +18.4% | +15.0% | +3.4% | +6.6% |
| 1Y | +26.3% | +14.7% | +11.6% | +13.7% |
| 3Y | +64.3% | +67.3% | -3.0% | +9.1% |
| 5Y | +96.8% | +38.8% | +58.0% | +50.3% |
| 10Y | +333.2% | +201.6% | +131.6% | +86.3% |
| All | +333.2% | +202.1% | +131.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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