+2,768.0%
MNST vs VRSK
+623.8%
+2,144.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -5.3% |
| 30D | -7.2% | -1.6% | -5.7% | -6.9% |
| 3M | -1.0% | +3.5% | -4.5% | -3.2% |
| 6M | +11.5% | -13.4% | +24.9% | +16.5% |
| YTD | +14.3% | -16.5% | +30.8% | +20.4% |
| 1Y | +38.1% | -30.6% | +68.7% | +57.5% |
| 3Y | +55.0% | -21.9% | +76.9% | +64.2% |
| 5Y | +79.6% | -6.3% | +85.9% | +71.6% |
| 10Y | +241.8% | +133.1% | +108.7% | +115.4% |
| All | +2,768.0% | +623.8% | +2,144.2% | +1,070.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling