+328.4%
MNST vs VSH
+117.5%
+210.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -3.9% | -1.6% | -2.3% | -4.0% |
| 30D | +3.9% | -21.3% | +25.2% | +6.9% |
| 3M | -0.8% | -18.9% | +18.1% | +1.0% |
| 6M | +5.1% | -21.4% | +26.5% | +3.3% |
| YTD | +18.3% | +86.8% | -68.6% | -3.8% |
| 1Y | +29.5% | +85.8% | -56.3% | +5.1% |
| 3Y | +64.0% | +30.1% | +33.9% | +37.4% |
| 5Y | +97.2% | +42.8% | +54.4% | +57.0% |
| 10Y | +328.4% | +121.2% | +207.2% | +212.6% |
| All | +328.4% | +117.5% | +210.9% | +212.6% |
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