+346.0%
MNST vs VSH
+124.9%
+221.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | -4.7% | +26.2% | -30.9% | -8.3% |
| 30D | +5.2% | -12.5% | +17.7% | +6.4% |
| 3M | -0.9% | -16.9% | +16.0% | +0.5% |
| 6M | +6.1% | -17.0% | +23.1% | +3.3% |
| YTD | +18.9% | +93.8% | -74.9% | -4.0% |
| 1Y | +29.3% | +99.3% | -70.0% | +3.5% |
| 3Y | +64.9% | +35.0% | +29.9% | +37.1% |
| 5Y | +98.0% | +45.8% | +52.2% | +57.3% |
| All | +346.0% | +124.9% | +221.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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