+354.7%
MNST vs WSM
+1,131.4%
-776.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +5.1% | +5.1% | 0.0% | +4.2% |
| 3M | -0.5% | +5.1% | -5.6% | -1.3% |
| 6M | +8.1% | +48.6% | -40.5% | +1.6% |
| YTD | +21.2% | +44.2% | -23.0% | +14.0% |
| 1Y | +30.7% | +38.1% | -7.4% | +23.7% |
| 3Y | +67.3% | +257.2% | -189.9% | +29.2% |
| 5Y | +101.9% | +165.1% | -63.2% | +59.5% |
| All | +354.7% | +1,131.4% | -776.6% | +154.5% |
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