+248.7%
MNST vs VRSK
+125.6%
+123.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -2.2% | -7.7% | +5.5% | +1.0% |
| 30D | -5.4% | -2.8% | -2.5% | -4.4% |
| 3M | -5.5% | -3.7% | -1.8% | -4.9% |
| 6M | +12.4% | -12.8% | +25.1% | +17.1% |
| YTD | +12.4% | -21.0% | +33.4% | +21.6% |
| 1Y | +37.2% | -32.5% | +69.6% | +59.5% |
| 3Y | +52.9% | -26.5% | +79.4% | +66.3% |
| 5Y | +79.7% | -11.5% | +91.2% | +73.0% |
| All | +248.7% | +125.6% | +123.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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