+87.8%
MNST vs VSXY
+37.4%
+50.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -6.5% | -14.0% | +7.5% | -5.7% |
| 30D | -7.2% | -15.9% | +8.7% | -6.4% |
| 3M | -1.0% | +3.4% | -4.4% | -1.4% |
| 6M | +11.5% | +25.9% | -14.4% | +8.8% |
| YTD | +14.3% | +39.5% | -25.2% | +10.8% |
| 1Y | +38.1% | +194.4% | -156.2% | +27.2% |
| 3Y | +55.0% | +281.4% | -226.4% | +33.7% |
| 5Y | +79.6% | +12.8% | +66.9% | +71.4% |
| All | +87.8% | +37.4% | +50.4% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling