+62.9%
MNST vs VO
+60.2%
+2.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -3.4% | -2.6% | -0.9% | -2.5% |
| 30D | +6.6% | -0.9% | +7.6% | +7.0% |
| 3M | -2.9% | -3.0% | +0.1% | -1.9% |
| 6M | +18.4% | +2.2% | +16.2% | +17.3% |
| YTD | +19.3% | +10.6% | +8.7% | +14.5% |
| 1Y | +37.9% | +12.5% | +25.4% | +31.4% |
| 3Y | +62.9% | +61.4% | +1.5% | +32.2% |
| All | +62.9% | +60.2% | +2.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling