+94.3%
MNST vs VSXY
+101.4%
-7.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -3.9% | +10.2% | -14.1% | -4.4% |
| 30D | +3.9% | +33.6% | -29.7% | +2.2% |
| 3M | -0.8% | +10.8% | -11.6% | -1.6% |
| 6M | +5.1% | +130.5% | -125.4% | -1.0% |
| YTD | +18.3% | +104.4% | -86.2% | +12.0% |
| 1Y | +29.5% | +216.5% | -187.0% | +19.2% |
| 3Y | +64.0% | +465.9% | -401.9% | +38.7% |
| 5Y | +97.2% | +123.1% | -25.9% | +82.7% |
| All | +94.3% | +101.4% | -7.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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