+250.9%
MNST vs WSM
+998.8%
-747.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -4.1% | +2.6% | -6.7% | -4.5% |
| 30D | -4.5% | -9.5% | +5.0% | -3.1% |
| 3M | -2.5% | +12.9% | -15.3% | -4.3% |
| 6M | +14.1% | +23.0% | -8.9% | +10.3% |
| YTD | +12.6% | +28.9% | -16.4% | +7.8% |
| 1Y | +36.9% | +13.7% | +23.3% | +33.3% |
| 3Y | +53.1% | +232.6% | -179.5% | +19.5% |
| 5Y | +78.2% | +185.9% | -107.6% | +38.8% |
| All | +250.9% | +998.8% | -747.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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