+248.7%
MNST vs VTR
+100.2%
+148.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -5.4% | +4.0% | -9.4% | -6.2% |
| 3M | -5.5% | +7.8% | -13.4% | -7.3% |
| 6M | +12.4% | +6.4% | +6.0% | +10.5% |
| YTD | +12.4% | +18.3% | -5.9% | +8.0% |
| 1Y | +37.2% | +33.9% | +3.2% | +28.1% |
| 3Y | +52.9% | +134.3% | -81.4% | +25.4% |
| 5Y | +79.7% | +90.3% | -10.6% | +52.2% |
| All | +248.7% | +100.2% | +148.5% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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