+251.2%
MNST vs VTRS
-48.4%
+299.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -5.6% | +3.3% | -8.9% | -6.1% |
| 3M | -5.7% | +2.0% | -7.7% | -6.1% |
| 6M | +12.0% | +19.9% | -8.0% | +8.3% |
| YTD | +13.2% | +35.7% | -22.5% | +7.0% |
| 1Y | +36.1% | +68.1% | -32.0% | +23.9% |
| 3Y | +52.9% | +87.1% | -34.2% | +34.2% |
| 5Y | +81.0% | +47.6% | +33.3% | +62.1% |
| All | +251.2% | -48.4% | +299.5% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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